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Add an genetic Optimizer for Filterrules

I have the problem to determine the optimal filterrules for the Strategyfiltering. I think a genetic optimizer will solve this problem. I attached a document for more expanation.

thomas

Attachments

Evolutionare Algorithmen.pdf

(506.58 KiB)

Votes +1
Project StrategyQuant X
Type Feature
Status New
Priority Normal

History

tnickel

11.03.2024 12:02

Task created

tnickel

11.03.2024 12:02

Voted for this task.

tnickel

23.03.2024 01:34

Possible there are some features in Weka to help for this task.

https://en.wikipedia.org/wiki/Weka_(software)

I am working on a tool, at the moment https://monitortool.jimdofree.com/

I'm currently working on a tool that will help me create rules. But that's a lot of work. I documented that. But that's a huge topic. I don't know if I can finish the tool. It would be great if the SQ team will work in this area. I read the message about random forest. It can be a solution.

Votes: +1