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Machine Learning Methods in Algorithmic Trading Strategy Optimization – Design and Time Efficiency Cover

Machine Learning Methods in Algorithmic Trading Strategy Optimization – Design and Time Efficiency

Central European Economic Journal
Volume 5 (2018): Issue 52 (January 2018)
By:  and    
Open Access
|Aug 2019
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DOI: https://doi.org/10.1515/ceej-2018-0021 | Journal eISSN: 2543-6821 | Journal ISSN: 2544-9001
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Language: English
Page range: 206 - 229
Published on: Aug 9, 2019
Published by: Faculty of Economic Sciences, University of Warsaw
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
Algorithmic trading,
investment strategy,
machine learning,
optimization,
investment strategy,
differential evolutionary method,
cross-validation,
overfitting
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Microeconomics,
Macroeconomics,
Economic policy

© 2019 Przemysław Ryś, Robert Ślepaczuk, published by Faculty of Economic Sciences, University of Warsaw
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Volume 5 (2018): Issue 52 (January 2018)
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