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Showing 1 to 1 of 1 for “"regime-switching GA"”.
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The Application of the Genetic Algorithm in Promoting Stock Trading Performances
… the debate on utilizing the Genetic Algorithm (GA) to discover profitable trading strategies by providing an out-of-sample test of GA-based trading strategies on the CSI 300 index. Our results suggest that, with trading costs taken into consideration, GA-based trading rules consistently beat the …