Boosting Trading Strategies performance using VIX indicator together with a dual-objective Evolutionary Computation optimizer. Matias Pinto, J.; Ferreira Neves, R.; and Horta, N. Expert Syst. Appl. (ESWA), 42(19):6699-6716, 2015.
Boosting Trading Strategies performance using VIX indicator together with a dual-objective Evolutionary Computation optimizer [link]Paper  bibtex   
@article{ dblp1660944,
  title = {Boosting Trading Strategies performance using VIX indicator together with a dual-objective Evolutionary Computation optimizer},
  author = {José Matias Pinto and Rui Ferreira Neves and Nuno Horta},
  author_short = {Matias Pinto, J. and Ferreira Neves, R. and Horta, N.},
  bibtype = {article},
  type = {article},
  year = {2015},
  key = {dblp1660944},
  id = {dblp1660944},
  biburl = {http://www.dblp.org/rec/bibtex/journals/eswa/PintoNH15},
  url = {http://dx.doi.org/10.1016/j.eswa.2015.04.056},
  journal = {Expert Syst. Appl. (ESWA)},
  pages = {6699-6716},
  number = {19},
  volume = {42},
  text = {Expert Syst. Appl. (ESWA) 42(19):6699-6716 (2015)}
}
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