Listar LCC - Tesis por autor "López-Valverde, Francisco"
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Robust optimization of algorithmic trading systems
Berutich Lindquist, José Manuel (UMA Editorial, 2017-05-25)GAs (Genetic Algorithms) and GP (Genetic Programming) are investigated for finding robust Technical Trading Strategies (TTSs). TTSs evolved with standard GA/GP techniques tend to suffer from over-fitting as the solutions ...