Blar i Institutt for datateknologi og informatikk på forfatter "Gaivoronski, Alexei A."
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A Novel Algorithmic Trading Framework Applying Evolution and Machine Learning for Portfolio Optimization
Mikelsen, Stian; Andersen, André Christoffer (Master thesis, 2012)The goal of this thesis is to implement an automated trading system able to outperform the benchmark uniform buy-and-hold strategy. Performance is measured in term of multiple risk and return measures. A comprehensive ...