Best statistic profile: an efficient parameter tuning algorithm for systematic trading methods. (2016)
- Record Type:
- Journal Article
- Title:
- Best statistic profile: an efficient parameter tuning algorithm for systematic trading methods. (2016)
- Main Title:
- Best statistic profile: an efficient parameter tuning algorithm for systematic trading methods
- Authors:
- Quan, Dang Minh
- Abstract:
- Selecting the right parameter's values for a systematic trading method is very important. Good parameter's values decide the trading performance of the method. In this paper, we propose an algorithm named best statistic profile to select parameter's values for systematic trading methods. The results of extensive experiments prove the efficiency and stability of the proposed mechanism.
- Is Part Of:
- International journal of computational economics and econometrics. Volume 6:Number 4(2016)
- Journal:
- International journal of computational economics and econometrics
- Issue:
- Volume 6:Number 4(2016)
- Issue Display:
- Volume 6, Issue 4 (2016)
- Year:
- 2016
- Volume:
- 6
- Issue:
- 4
- Issue Sort Value:
- 2016-0006-0004-0000
- Page Start:
- 337
- Page End:
- 350
- Publication Date:
- 2016
- Subjects:
- systematic trading -- parameter value selection -- parameter tuning -- parameter values
Econometrics -- Periodicals
Economics -- Data processing -- Periodicals
330.01519505 - Journal URLs:
- http://www.inderscience.com/jhome.php?jcode=ijcee#issue ↗
http://www.inderscience.com/ ↗ - Languages:
- English
- ISSNs:
- 1757-1170
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 12401.xml