Optimizing filter rule parameters with genetic algorithm and stock selection with artificial neural networks for an improved trading: The case of Borsa Istanbul.
Mehmet ÖzçaliciMete BuminPublished in: Expert Syst. Appl. (2022)
Keyphrases
- artificial neural networks
- genetic algorithm
- neural network
- stock trading
- genetic algorithm ga
- fine tuning
- levenberg marquardt
- input variables
- stock data
- computational intelligence
- parameter optimization
- transfer function
- trading systems
- maximum likelihood
- genetic operators
- crossover and mutation
- using artificial neural networks
- optimal parameters
- genetic algorithm is applied
- optimal parameter values
- fuzzy logic
- stock market
- parameter values
- multi layer perceptron
- parameter selection
- neural network model
- electronic commerce
- parameter estimation
- selection strategy
- back propagation
- population size
- stock price
- frequency response
- website
- multilayer perceptron