Chaotic evolutionary multi-objective optimization for multivariate pair trading in tehran stock exchange: the distance approach
Purpose: Pair formation is an important step in pair trading that has only been examined manually or through numerical instructions. These methods fail in the multivariate mode and do not consider conflicting goals in the problem structure. In this research, a method is presented to create multivari...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Ayandegan Institute of Higher Education, Tonekabon,
2024-06-01
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| Series: | تصمیم گیری و تحقیق در عملیات |
| Subjects: | |
| Online Access: | https://www.journal-dmor.ir/article_193261_24b454b12f9f944b0b5035f79c922fbf.pdf |
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