Multi-objective genetic programming-based algorithmic trading, using directional changes and a modified sharpe ratio score for identifying optimal trading strategies.
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| Title: | Multi-objective genetic programming-based algorithmic trading, using directional changes and a modified sharpe ratio score for identifying optimal trading strategies. |
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| Authors: | Long, Xinpeng1, xl19586@essex.ac.uk, Kampouridis, Michael1, mkampo@essex.ac.uk, Papastylianou, Tasos1, tasos.papastylianou@essex.ac.uk |
| Source: | Artificial Intelligence Review; Feb2026, Vol. 59 Issue 2, p1-45, 45p |
| Database: | Applied Science & Technology Source |
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| ISSN: | 02692821 |
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| DOI: | 10.1007/s10462-025-11390-9 |
