"GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for ..."

Zezheng Zhang, Matloob Khushi (2020)

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DOI: 10.1109/IJCNN48605.2020.9206647

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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Zezheng Zhang, Matloob Khushi:
GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading. IJCNN 2020: 1-8

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