Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. A practical problem in trade execution is how ...
Abstract. Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of...
Abstract. In this paper we discuss Evolution Strategies within the context of interactive optimization. Different modes of interaction will be classified and compared. A focus will...
After an outline of the history of evolutionary algorithms, a new ( ) variant of the evolution strategies is introduced formally. Though not comprising all degrees of freedom, it i...
The dynamic optimization problem concerns finding an optimum in a changing environment. In the tracking problem, the optimizer should be able to follow the optimum’s changes ov...
Claudio Rossi, Antonio Barrientos, Jaime del Cerro