Abstract
This study presents a novel and competitive approach for algorithmic trading in the Colombian US dollar inter-bank market (SET-FX). At the core of this strategy is an advanced predictive model, developed using the Tree-based Pipeline Optimization Tool (TPOT). TPOT, an automated machine learning platform based on strongly-typed genetic programming, incorporates the Non-dominated Sorting Genetic Algorithm II (NSGA-II). This multi-objective evolutionary algorithm is instrumental in identifying machine learning models that strike an optimal balance between high accuracy and low complexity, thereby advancing the field of predictive modeling in financial markets.
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