Long, X., Kampouridis, M., & Papastylianou, T. (2026). Multi-objective genetic programming-based algorithmic trading, using directional changes and a modified sharpe ratio score for identifying optimal trading strategies. Artificial Intelligence Review, 59(2), 1. https://doi.org/10.1007/s10462-025-11390-9
Chicago Style (17th ed.) CitationLong, Xinpeng, Michael Kampouridis, and Tasos Papastylianou. "Multi-objective Genetic Programming-based Algorithmic Trading, Using Directional Changes and a Modified Sharpe Ratio Score for Identifying Optimal Trading Strategies." Artificial Intelligence Review 59, no. 2 (2026): 1. https://doi.org/10.1007/s10462-025-11390-9.
MLA (9th ed.) CitationLong, Xinpeng, et al. "Multi-objective Genetic Programming-based Algorithmic Trading, Using Directional Changes and a Modified Sharpe Ratio Score for Identifying Optimal Trading Strategies." Artificial Intelligence Review, vol. 59, no. 2, 2026, p. 1, https://doi.org/10.1007/s10462-025-11390-9.