I suppose: Standard Particle Swarm Optimization Bisto
--- In [email protected], Howard B <howardba...@...> wrote: > > Hi Dubi -- > > What is SPSO? > > Thanks, > Howard > > On Wed, Nov 11, 2009 at 9:07 AM, dubi1974 <gonzale...@...> wrote: > > > > > > > Hi! > > > > Is it possible to optimize a system (for e.g. best net performance %) with > > SPSO but then use the highest Ulcer Performance Index or CAR/MDD and use > > then this parameters for the out of sample test for the next period in the > > Walk Forward Test of Amibroker? I know I could do this in separate steps, > > but I would like to automize that. Or does someone know an other solution > > for this? > > > > Many thanks and kind regards, > > > > dubi > > > > > > >
