Kohonen's neural network and evolutionary algorithms in searching for financial investment strategy.
Urszula Markowska-KaczmarKrzysztof RosólPublished in: IMCSIT (2009)
Keyphrases
- evolutionary algorithm
- neural network
- investment strategies
- stock market
- financial markets
- genetic algorithm
- differential evolution
- multi objective
- multi objective optimization
- self organizing maps
- optimization problems
- stock price
- fitness function
- artificial neural networks
- simulated annealing
- differential evolution algorithm
- neural network model
- decision making
- stock exchange
- neural gas
- back propagation
- financial data
- machine learning
- feature maps
- optimization method
- knowledge discovery