A system of trading in the foreign exchange market based on multi-criteria optimization under Belief-Plausibility uncertainty

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Krzysztof Kaczmarek, Pavel V. Sevastjanov, Ludmila Dymova, Adam Kulawik, Leszek Rutkowski

Published: 01 Jan 2025, Last Modified: 12 Apr 2025Appl. Soft Comput. 2025EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: Highlights•Forex market trading models.•Belief-Plausibility (Bel-Pl) extension of technical analysis indicators.•Output model quality parameters and their Bel-Pl extension.•Bel-Pl extension of multiple-criteria optimization of trading models.•Automated trading system.