A hybrid model based on differential fuzzy logic relationships and imperialist competitive algorithm for stock market forecasting.
Hossein Javedani SadaeiRasul EnayatifarMuhammad Hisyam LeeMaqsood MahmudPublished in: Appl. Soft Comput. (2016)
Keyphrases
- stock market
- imperialist competitive algorithm
- fuzzy logic
- financial time series
- short term
- hybrid algorithm
- garch model
- global optimization
- stock index
- long term
- foreign exchange
- stock price
- stock exchange
- technical indicators
- particle swarm optimisation
- neural network
- stock index futures
- expert systems
- decision making
- trading rules
- soft computing
- financial data
- genetic algorithm
- stock trading
- trading strategies
- stock returns
- particle swarm optimization
- financial markets
- exchange rate
- listed companies
- stock data
- computational intelligence
- control system
- k means
- chinese stock market
- forecasting model
- tabu search
- financial news
- support vector regression
- ant colony optimization
- multi objective
- clustering algorithm