| Titre : | Metaheuristics optimization of financial trading strategies for single asset trading |
| Auteurs : | Abdeslem Derdour, Auteur ; Mohamed Tadjine, Directeur de thèse |
| Type de document : | document électronique |
| Editeur : | [S.l.] : [s.n.], 2023 |
| Format : | 1 fichier PDF (6.1 Mo) / ill. |
| Note générale : |
Mode d'accès : accès au texte intégral par intranet.
Mémoire de Projet de Fin d’Études : Automatique : Alger, École Nationale Polytechnique : 2023 Bibliogr. P. 83 - 86. - Annexe. P. 75 - 82. |
| Langues : | Anglais |
| Index. décimale : | PA03223 |
| Tags : | Walk Forward Optimization (WFO) Particle Swarm Optimizer (PSO) Multi-Objective Evolutionary Algorithm based on Decomposition (MOEA/D) Low Frequency Technical Trading Systems (LFTTS) Crypto-currencies |
| Résumé : | The study focused on optimizing technical trading systems using metaheuristic techniques, such as Particle Swarm Optimization and Multi-Objective Evolutionary Algorithms. The results indicate that these methods significantly enhance the performance and robustness of the trading systems. Traditional training approaches were found to be susceptible to overfitting, a concern that was mitigated through WalkForward Optimization. The choice of the objective function was highlighted as crucial in improving system robustness. It is recommended that practitioners carefully select the objective functionand optimization method for designing and evaluating technical trading systems. |
Exemplaires (1)
| Cote | Support | Localisation | Section | Disponibilité | Spécialité | Etat_Exemplaire |
|---|---|---|---|---|---|---|
| PA03223 | Ressources électroniques | Bibliothèque centrale | Projet Fin d'Etudes | Disponible | Automatique | Téléchargeable |
Documents numériques (1)
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DERDOUR Abdeslem.pdf URL
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