Optimizing Technical Analysis Indicator Parameters with Grey Wolf Optimization
Paper discusses optimizing RSI parameters for U.S. stocks using Grey Wolf Optimization to improve trading returns.
What it examines
This paper proposes using the Grey Wolf Optimization (GWO) algorithm to optimize the parameters of the Relative Strength Index (RSI) for maximizing the Sharpe Ratio on five different U.S. stocks. The study aims to enhance the predictive power and returns of technical market indicators.
What it concludes
The results suggest that GWO is a promising tool for optimizing trading strategy parameters, leading to higher returns. Potential applications include algorithmic trading and financial market analysis. Future research could explore other indicators and broader datasets.
Evidence objects
The results suggest that GWO is a promising tool for optimizing trading strategy parameters, leading to higher returns. Potential applications include algorithmic trading and financial market analysis. Future research could explore other indicators and broader datasets.
key_findings bullet 1 · key_findings · validation V0
Raw abstract and provenance
Optimizing Technical Analysis Indicator Parameters with Grey Wolf Optimization | SpringerLink Skip to main content Advertisement Log in Menu Find a journal Publish with us Track your research Search Cart Home Innovative Methods in Computer Science and Computational Applications in the Era of Industry 5.0 Conference paper Optimizing Technical Analysis Indicator Parameters with Grey Wolf Optimization Conference paper First Online: 06 April 2024 pp 13?24 Cite this conference paper Innovative Methods in Computer Science and Computational Applications in the Era of Industry 5.0 (ICAIAME 2023) Or?un Demir 6 & Ahmet Murat ?zbayo?lu 6 Part of the book series: Engineering Cyber-Physical Systems and Critical Infrastructures ((ECPSCI,volume 10)) Included in the following conference series: The International Conference on Artificial Intelligence and Applied Mathematics in Engineering 79 Accesses Abstract Technical market indicators play an important role in the technical analysis due to their key
Source row: 1513 · abstract type: unknown