GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading

Zezheng Zhang, Matloob Khushi. GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading. In 2020 International Joint Conference on Neural Networks, IJCNN 2020, Glasgow, United Kingdom, July 19-24, 2020. pages 1-8, IEEE, 2020. [doi]

Abstract

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