Quantified moving average strategy of crude oil futures market based on fuzzy logic rules and genetic algorithms

作者: Xiaojia Liu , Haizhong An , Lijun Wang , Qing Guan

DOI: 10.1016/J.PHYSA.2017.04.082

关键词:

摘要: … the trading strategy. We apply the moving average strategy to generate the trading signal, and … To search for the optimized trading strategy, we apply genetic algorithms and utilize crude …

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