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What is Multi-Objective Trading Strategy Optimization about?

The document discusses a problem formulation aimed at maximizing return on investment (ROI) while minimizing risk and increasing the number of operations in trading strategies. It describes the development of a real-time software tool using C++ and Java, which implements heuristic algorithms for multi-objective optimization in trading. The study compares two multi-objective approaches using different datasets from the EUR/USD currency market, demonstrating that the proposed collaborative approach yields hig

Author

pepegim

Language

EN