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

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

Central European Economic Journal

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

By: Przemysław Ryś and Robert Ślepaczuk

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,

investment strategy,

differential evolutionary method,

cross-validation,

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.

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