Multi-objective genetic programming-based algorithmic trading, using directional changes and a modified sharpe ratio score for identifying optimal trading strategies
Crossref DOI link: https://doi.org/10.1007/s10462-025-11390-9
Published Online: 2026-01-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Long, Xinpeng
Kampouridis, Michael
Papastylianou, Tasos
Text and Data Mining valid from 2026-01-07
Version of Record valid from 2026-01-07
Article History
Received: 20 November 2024
Accepted: 31 August 2025
First Online: 7 January 2026
Declarations
:
: The authors declare no competing interests.