{"id":"https://openalex.org/W2966937004","doi":"https://doi.org/10.1109/cec.2019.8790275","title":"Effects of Decision Models on Dynamic Multi-objective Optimization Algorithms for Financial Markets","display_name":"Effects of Decision Models on Dynamic Multi-objective Optimization Algorithms for Financial Markets","publication_year":2019,"publication_date":"2019-06-01","ids":{"openalex":"https://openalex.org/W2966937004","doi":"https://doi.org/10.1109/cec.2019.8790275","mag":"2966937004"},"language":"en","primary_location":{"id":"doi:10.1109/cec.2019.8790275","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2019.8790275","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 IEEE Congress on Evolutionary Computation (CEC)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"http://hdl.handle.net/10072/401552","any_repository_has_fulltext":null},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5051797102","display_name":"Frederick Ditliac Atiah","orcid":null},"institutions":[{"id":"https://openalex.org/I69552723","display_name":"University of Pretoria","ror":"https://ror.org/00g0p6g84","country_code":"ZA","type":"education","lineage":["https://openalex.org/I69552723"]}],"countries":["ZA"],"is_corresponding":false,"raw_author_name":"Frederick Ditliac Atiah","raw_affiliation_strings":["Department of Computer Science, University of Pretoria, Pretoria, South Africa"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science, University of Pretoria, Pretoria, South Africa","institution_ids":["https://openalex.org/I69552723"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075927726","display_name":"Mard\u00e9 Helbig","orcid":"https://orcid.org/0000-0002-4907-0662"},"institutions":[{"id":"https://openalex.org/I69552723","display_name":"University of Pretoria","ror":"https://ror.org/00g0p6g84","country_code":"ZA","type":"education","lineage":["https://openalex.org/I69552723"]}],"countries":["ZA"],"is_corresponding":false,"raw_author_name":"Marde Helbig","raw_affiliation_strings":["Department of Computer Science, University of Pretoria, Pretoria, South Africa"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science, University of Pretoria, Pretoria, South Africa","institution_ids":["https://openalex.org/I69552723"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I69552723"],"apc_list":null,"apc_paid":null,"fwci":0.439,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.66610847,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"762","last_page":"770"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9940999746322632,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/foreign-exchange-market","display_name":"Foreign exchange market","score":0.6465628147125244},{"id":"https://openalex.org/keywords/particle-swarm-optimization","display_name":"Particle swarm optimization","score":0.6306091547012329},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6286209225654602},{"id":"https://openalex.org/keywords/sorting","display_name":"Sorting","score":0.47058263421058655},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4561260938644409},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4468539357185364},{"id":"https://openalex.org/keywords/sliding-window-protocol","display_name":"Sliding window protocol","score":0.4424038231372833},{"id":"https://openalex.org/keywords/profit","display_name":"Profit (economics)","score":0.43500617146492004},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.4150891602039337},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3230029344558716},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.26872438192367554},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.23725169897079468},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.18777108192443848},{"id":"https://openalex.org/keywords/exchange-rate","display_name":"Exchange rate","score":0.13690775632858276},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.10444846749305725}],"concepts":[{"id":"https://openalex.org/C536366893","wikidata":"https://www.wikidata.org/wiki/Q66076","display_name":"Foreign exchange market","level":3,"score":0.6465628147125244},{"id":"https://openalex.org/C85617194","wikidata":"https://www.wikidata.org/wiki/Q2072794","display_name":"Particle swarm optimization","level":2,"score":0.6306091547012329},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6286209225654602},{"id":"https://openalex.org/C111696304","wikidata":"https://www.wikidata.org/wiki/Q2303697","display_name":"Sorting","level":2,"score":0.47058263421058655},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4561260938644409},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4468539357185364},{"id":"https://openalex.org/C102392041","wikidata":"https://www.wikidata.org/wiki/Q592860","display_name":"Sliding window protocol","level":3,"score":0.4424038231372833},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.43500617146492004},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.4150891602039337},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3230029344558716},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.26872438192367554},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.23725169897079468},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.18777108192443848},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.13690775632858276},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.10444846749305725},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.0},{"id":"https://openalex.org/C2778751112","wikidata":"https://www.wikidata.org/wiki/Q835016","display_name":"Window (computing)","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/cec.2019.8790275","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2019.8790275","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 IEEE Congress on Evolutionary Computation (CEC)","raw_type":"proceedings-article"},{"id":"pmh:oai:research-repository.griffith.edu.au:10072/401552","is_oa":true,"landing_page_url":"http://hdl.handle.net/10072/401552","pdf_url":null,"source":null,"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Conference output"}],"best_oa_location":{"id":"pmh:oai:research-repository.griffith.edu.au:10072/401552","is_oa":true,"landing_page_url":"http://hdl.handle.net/10072/401552","pdf_url":null,"source":null,"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Conference output"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","score":0.4399999976158142,"display_name":"Partnerships for the goals"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":33,"referenced_works":["https://openalex.org/W38708963","https://openalex.org/W572453527","https://openalex.org/W579623069","https://openalex.org/W1562948881","https://openalex.org/W1574490530","https://openalex.org/W1576426930","https://openalex.org/W1595498733","https://openalex.org/W1606010076","https://openalex.org/W1875348914","https://openalex.org/W1980850818","https://openalex.org/W2015800048","https://openalex.org/W2034389547","https://openalex.org/W2043872985","https://openalex.org/W2064551628","https://openalex.org/W2109402752","https://openalex.org/W2113855431","https://openalex.org/W2115350182","https://openalex.org/W2123541507","https://openalex.org/W2126105956","https://openalex.org/W2130364193","https://openalex.org/W2135024720","https://openalex.org/W2165171393","https://openalex.org/W2169642759","https://openalex.org/W2284153934","https://openalex.org/W2286146989","https://openalex.org/W2345835628","https://openalex.org/W2396742411","https://openalex.org/W2558133246","https://openalex.org/W2565672080","https://openalex.org/W2787564993","https://openalex.org/W2913526410","https://openalex.org/W2940897671","https://openalex.org/W6616370609"],"related_works":["https://openalex.org/W2353818951","https://openalex.org/W2739612537","https://openalex.org/W1605879311","https://openalex.org/W2611980620","https://openalex.org/W2385763735","https://openalex.org/W2349174696","https://openalex.org/W3006936859","https://openalex.org/W1987040457","https://openalex.org/W2378502887","https://openalex.org/W2184492720"],"abstract_inverted_index":{"Maximizing":[0],"profit":[1],"in":[2],"financial":[3],"time":[4],"series,":[5],"like":[6,29],"foreign":[7,31],"exchange,":[8],"with":[9,62],"computational":[10],"intelligence":[11],"techniques":[12],"is":[13,17,77],"very":[14],"challenging.":[15],"It":[16],"even":[18],"more":[19],"challenging":[20],"to":[21],"make":[22],"a":[23,26],"decision":[24,42,89,125],"from":[25],"multi-objective":[27,48,58],"problem,":[28],"automated":[30],"exchange":[32],"(Forex)":[33],"trading.":[34],"This":[35],"study":[36],"explores":[37],"the":[38,80,130],"effects":[39],"of":[40],"five":[41],"models":[43],"on":[44],"three":[45],"state-of-the-art":[46],"dynamic":[47,52,67],"optimization":[49,56,61],"algorithms":[50,109],"namely,":[51],"vector-evaluated":[53],"particle":[54,59],"swarm":[55,60],"(DVEPSO),":[57],"crowded":[63],"distance":[64],"(MOPSO-CD)":[65],"and":[66,100,110,117],"non-dominated":[68],"sorting":[69],"genetic":[70],"algorithm":[71],"(DNSGA-II).":[72],"A":[73],"sliding":[74],"window":[75],"mechanism":[76],"employed":[78],"over":[79],"USDZAR":[81],"currency":[82],"pair.":[83],"The":[84],"results":[85],"show":[86],"that":[87],"each":[88],"model":[90],"generates":[91],"different":[92],"net":[93],"profit.":[94],"However,":[95],"gray":[96],"relational":[97],"analysis":[98],"(GRA)":[99],"objective":[101],"sum":[102],"(SUM)":[103],"consistently":[104],"performed":[105],"better":[106],"across":[107],"all":[108],"technical":[111],"indicators":[112],"(relative":[113],"strength":[114],"index":[115],"(RSI)":[116],"moving":[118],"average":[119],"convergence":[120],"divergence":[121],"(MACD))":[122],"than":[123],"other":[124],"models.":[126],"Moreover,":[127],"DNSGA-II":[128],"was":[129],"most":[131],"stable":[132],"algorithm.":[133]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2}],"updated_date":"2026-08-27T14:10:00.468798","created_date":"2025-10-10T00:00:00"}