{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,3]],"date-time":"2025-12-03T17:37:14Z","timestamp":1764783434997,"version":"3.28.0"},"reference-count":30,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2012,6]]},"DOI":"10.1109\/cec.2012.6256584","type":"proceedings-article","created":{"date-parts":[[2012,8,6]],"date-time":"2012-08-06T20:51:10Z","timestamp":1344286270000},"page":"1-8","source":"Crossref","is-referenced-by-count":6,"title":["A technique for the optimization of the parameters of technical indicators with Multi-Objective Evolutionary Algorithms"],"prefix":"10.1109","author":[{"given":"Diego J.","family":"Bodas Sagi","sequence":"first","affiliation":[]},{"given":"Francisco J.","family":"Soltero","sequence":"additional","affiliation":[]},{"given":"J. Ignacio","family":"Hidalgo","sequence":"additional","affiliation":[]},{"given":"Pablo","family":"Fernandez","sequence":"additional","affiliation":[]},{"given":"F.","family":"Fernandez","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"19","first-page":"361","article-title":"Genetic Programming for Financial Time Series Prediction","author":"santini","year":"2001","journal-title":"Proceedings of EuroGP'2001 Italy"},{"key":"17","doi-asserted-by":"crossref","first-page":"1999","DOI":"10.1145\/1570256.1570266","article-title":"Multi-objective optimization of technical market indicators","author":"bodas-sagi","year":"2009","journal-title":"Proceedings of the 11th Annual Conference on Genetic and Evolutionary Computation GECCO'09"},{"key":"18","first-page":"849","article-title":"A Fast Elitist Non-Dominated Sorting Genetic Algorithm for Multi-Objective Optimization: NSGA-II","author":"deb","year":"2000","journal-title":"Proc of Parallel Problem Solving From Nature (PPSN VII)"},{"key":"15","doi-asserted-by":"publisher","DOI":"10.1109\/CEC.2011.5949618"},{"key":"16","doi-asserted-by":"publisher","DOI":"10.1145\/1388969.1388989"},{"key":"13","doi-asserted-by":"publisher","DOI":"10.1109\/NABIC.2009.5393324"},{"key":"14","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-12242-2_18"},{"key":"11","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4615-0835-9"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.1109\/ICONIP.2002.1202803"},{"key":"21","doi-asserted-by":"crossref","first-page":"213","DOI":"10.1162\/evco.1997.5.2.213","article-title":"Evolutionary induction of sparse neural trees","volume":"5","author":"zhang","year":"1997","journal-title":"Evolutionary Computacion"},{"key":"20","first-page":"24","article-title":"The Use of Parsimonious Neural Networks for Forecasting Financial Time Series","volume":"6","author":"dorsey","year":"1998","journal-title":"Journal of Computational Intelligence in Finance"},{"key":"22","first-page":"437","article-title":"Forecasting high frequency financial time series with evolutionary neural trees: The case of hang-sheng stock index","author":"zhang","year":"1999","journal-title":"Proc ICA 99"},{"key":"23","first-page":"251","article-title":"Models of Genetic Algorithms and Neural Networks in the Prediction of Asian stock indices","volume":"43","author":"parisi","year":"2006","journal-title":"Cuadernos de Economi?a"},{"key":"24","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-8191(97)00045-8"},{"key":"25","doi-asserted-by":"publisher","DOI":"10.1017\/S1365100500016059"},{"journal-title":"Trading for a Living Psychology Trading Tactics Money Management","year":"1993","author":"elder","key":"26"},{"journal-title":"SPEA2 Improving the strength Pareto evolutionary algorithm","year":"2000","author":"zitzler","key":"27"},{"journal-title":"Study of Evolutionary Algorithms and Their Implementation As Heuristic Optimization Technique for Industrial Application","year":"2004","author":"ferna?ndez blanco","key":"28"},{"key":"29","doi-asserted-by":"publisher","DOI":"10.1016\/j.asoc.2009.08.019"},{"key":"3","doi-asserted-by":"publisher","DOI":"10.2307\/2937816"},{"key":"2","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/3.2.175"},{"key":"10","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-405X(98)00052-X"},{"key":"1","doi-asserted-by":"crossref","first-page":"235","DOI":"10.1016\/0304-405X(92)90005-I","article-title":"Measuring abnormal performance: Do stocks overreact?","volume":"31","author":"chopra","year":"1992","journal-title":"Journal of Financial Economics"},{"key":"30","first-page":"1198","article-title":"Approximation-Guided Evolutionary Multi-Objective Optimization","author":"bringmann","year":"2011","journal-title":"21nd International Joint Conference on Artificial Intelligence Barcelona Spain"},{"journal-title":"A Random Walk Down Wall Street","year":"1981","author":"malkiel","key":"7"},{"key":"6","doi-asserted-by":"crossref","first-page":"226","DOI":"10.1086\/294849","article-title":"Filter Rules and Stock-Market Trading","volume":"39","author":"fama","year":"1966","journal-title":"Journal of Business"},{"key":"5","first-page":"7","article-title":"Price movements in speculative markets: Trends or random walks","author":"alexander","year":"1961","journal-title":"Industrial Management Review"},{"journal-title":"Technical Analysis of Financial Markets","year":"1999","author":"murphy","key":"4"},{"key":"9","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-1889(97)82991-0"},{"key":"8","doi-asserted-by":"publisher","DOI":"10.2307\/2331068"}],"event":{"name":"2012 IEEE Congress on Evolutionary Computation (CEC)","start":{"date-parts":[[2012,6,10]]},"location":"Brisbane, Australia","end":{"date-parts":[[2012,6,15]]}},"container-title":["2012 IEEE Congress on Evolutionary Computation"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/6241678\/6252855\/06256584.pdf?arnumber=6256584","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,7,2]],"date-time":"2019-07-02T15:35:55Z","timestamp":1562081755000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/6256584\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2012,6]]},"references-count":30,"URL":"https:\/\/doi.org\/10.1109\/cec.2012.6256584","relation":{},"subject":[],"published":{"date-parts":[[2012,6]]}}}