Ensemble System based on Genetic Algorithm for stock market forecasting.
Rafael Thomazi GonzalezCarlos Alberto de Araújo PadilhaDante Augusto Couto BaronePublished in: CEC (2015)
Keyphrases
- stock market
- short term
- genetic algorithm
- financial time series
- garch model
- stock index
- long term
- foreign exchange
- technical indicators
- neural network
- stock price
- stock exchange
- stock index futures
- trading rules
- forecasting model
- stock returns
- financial data
- multi objective
- exchange rate
- financial news
- financial markets
- listed companies
- portfolio optimization
- trading strategies
- stock data
- evolutionary algorithm
- prediction model
- stock trading
- learning algorithm
- training data
- stock market data
- support vector machine