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"GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for ..."
Zezheng Zhang, Matloob Khushi (2020)
- Zezheng Zhang, Matloob Khushi:
GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading. CoRR abs/2008.09471 (2020)
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