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Adaptive Portfolio Trading Strategies for Forex Portfolios by Arthur Rabatin
Adaptative Portfolio Trading (APT) involves the development of self learning, self-adapting intelligent trading models for portfolios of financial instruments. The framework uses Genetic Algorithms (GA), a parallel processing algorithm, to develop these trading models. Within this framework, we are able to develop models that perform successfully all functions a portfolio manager has to perform, while at the same time strictly observing risk thresholds or other defined constrains.
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