The Main Ingredients of Simple Trading Models for Use in Genetic Algorithm Optimization

作者： Michel M. Dacorogna

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摘要: PROPRIETARY | INTERNAL DOCUMENTThe Main Ingredients of SimpleTrading Mo dels for Use in GeneticAlgorithm OptimizationMichel M. DacorognaMMD.1993-03-22May 24, 1993This do cument is the prop erty Olsen & Asso ciates and proprietary con dential. It notp ermitted to disclose, copy or distribute except by written p ermission ofOlsen ciates.

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参考文章(2)

Ulrich A. Müller, Michel M. Dacorogna, Richard B. Olsen, Olivier V. Pictet, Matthias Schwarz, Claude Morgenegg, Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis Journal of Banking & Finance. ,vol. 14, pp. 1189- 1208 ,(1990) , 10.1016/0378-4266(90)90009-Q

Michael M. Dacorogna, Ulrich A. Müller, Robert J. Nagler, Richard B. Olsen, Olivier V. Pictet, A geographical model for the daily and weekly seasonal volatility in the foreign exchange market Journal of International Money and Finance. ,vol. 12, pp. 413- 438 ,(1993) , 10.1016/0261-5606(93)90004-U

The Main Ingredients of Simple Trading Models for Use in Genetic Algorithm Optimization

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The Main Ingredients of Simple Trading Models for Use in Genetic Algorithm Optimization

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