Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets
SMC Affiliated Work
1
Status
Faculty
School
School of Economics and Business Administration
Department
Business Analytics
Document Type
Article
Publication Date
2020
Publication / Conference / Sponsorship
Digital Finance
Peer Reviewed
1
DOI
10.1007/s42521-019-00016-9
Volume
2
First Page
15
Last Page
37
Disciplines
Business | Economics
Original Citation
Lee, J., & Sabbaghi, N. (2020). Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets. Digital Finance, 2, 15–37. https://doi.org/10.1007/s42521-019-00016-9. [Journal article - peer reviewed journal]
Repository Citation
Lee, JeongHoe and Sabbaghi, Navid. Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets (2020). Digital Finance. 2, 15-37. 10.1007/s42521-019-00016-9 [article]. https://digitalcommons.stmarys-ca.edu/school-economics-business-faculty-works/1212
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