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Development and calibration of a currency trading strategy using global optimization

✍ Scribed by Çağlayan, Mustafa Onur; Pintér, János D.

Book ID
120282759
Publisher
Springer US
Year
2012
Tongue
English
Weight
348 KB
Volume
56
Category
Article
ISSN
0925-5001

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A new strategy for global geometry optimization of clusters is presented. Important features are a restriction of search space to favorable nearest-neighbor distance ranges, a suitable cluster growth representation with diminished correlations, and easy transferability of the results to larger clust