An ensemble multi-objective particle swarm optimization approach for exchange rates forecasting problem.
Thi Thu Huong DinhVan Truong VuLam Thu BuiPublished in: ICMLSC (2020)
Keyphrases
- exchange rate
- multi objective particle swarm optimization
- multi objective
- foreign exchange
- evolutionary algorithm
- highly competitive
- stock price
- long run
- neural network
- currency exchange
- learning algorithm
- evolutionary multi objective optimization
- multiple objectives
- pareto optimal set
- nsga ii
- feature selection
- pareto optimal
- particle swarm optimisation
- decision makers