Combined ensemble multi-class SVM and fuzzy NSGA-II for trend forecasting and trading in Forex markets.
Alireza SadeghiAmir DaneshvarMahdi Madanchi ZajPublished in: Expert Syst. Appl. (2021)
Keyphrases
- foreign exchange
- nsga ii
- multi class svm
- evolutionary multiobjective optimization
- exchange rate
- multi objective
- pareto dominance
- multi objective optimization
- evolutionary algorithm
- trading strategies
- financial markets
- test problems
- multiobjective optimization
- pareto optimal
- electricity markets
- optimization problems
- early warning
- evolutionary multiobjective
- multi class
- optimization algorithm
- multiobjective evolutionary algorithm
- trading systems
- genetic algorithm
- multi class classification
- fuzzy logic
- multi objective evolutionary algorithms
- optimal solution
- knapsack problem
- stock market
- multi objective differential evolution
- fuzzy numbers
- bi objective
- differential evolution
- fitness function
- objective function
- trading agents
- genetic programming
- learning algorithm
- neural network
- benchmark problems
- tabu search
- metaheuristic
- particle swarm optimization
- decision trees
- constrained multi objective optimization problems