Jaime Machado, Rui Ferreira Neves, Nuno Horta. Developing Multi-Time Frame Trading Rules with a Trend Following Strategy, using GA. In Juan Luis Jiménez Laredo, Sara Silva, Anna Isabel Esparcia-Alcázar, editors, Genetic and Evolutionary Computation Conference, GECCO 2015, Madrid, Spain, July 11-15, 2015, Companion Material Proceedings. pages 765-766, ACM, 2015. [doi]
Abstract is missing.