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]
@inproceedings{MachadoNH15,
title = {Developing Multi-Time Frame Trading Rules with a Trend Following Strategy, using GA},
author = {Jaime Machado and Rui Ferreira Neves and Nuno Horta},
year = {2015},
doi = {10.1145/2739482.2764885},
url = {http://doi.acm.org/10.1145/2739482.2764885},
researchr = {https://researchr.org/publication/MachadoNH15},
cites = {0},
citedby = {0},
pages = {765-766},
booktitle = {Genetic and Evolutionary Computation Conference, GECCO 2015, Madrid, Spain, July 11-15, 2015, Companion Material Proceedings},
editor = {Juan Luis Jiménez Laredo and Sara Silva and Anna Isabel Esparcia-Alcázar},
publisher = {ACM},
isbn = {978-1-4503-3488-4},
}