Search Results for author:
Found 5 papers, 0 papers with code
Empirical investigation of state-of-the-art mean reversion strategies for equity markets
The first is to find out why the mean reversion strategies perform extremely well on well-known benchmark datasets, and the second is to test whether or not the mean reversion strategies work well on recent market data.
Interdependency between the Stock Market and Financial News
Stock prices are driven by various factors.
Epistasis-based Basis Estimation Method for Simplifying the Problem Space of an Evolutionary Search in Binary Representation
An evolutionary search space can be smoothly transformed via a suitable change of basis; however, it can be difficult to determine an appropriate basis.
Recent Progress on Graph Partitioning Problems Using Evolutionary Computation
The graph partitioning problem (GPP) is a representative combinatorial optimization problem which is NP-hard.
Charge Scheduling of an Energy Storage System under Time-of-use Pricing and a Demand Charge
A real-coded genetic algorithm is used to schedule the charging of an energy storage system (ESS), operated in tandem with renewable power by an electricity consumer who is subject to time-of-use pricing and a demand charge.
