Enhanced index tracking based on multi-objective immune algorithm.
Qian LiLinyan SunLiang BaoPublished in: Expert Syst. Appl. (2011)
Keyphrases
- immune algorithm
- multi objective
- genetic algorithm
- network model
- multi objective optimization
- evolutionary algorithm
- artificial immune system
- optimization algorithm
- rbf network
- particle swarm optimization
- objective function
- rbf neural network
- nsga ii
- initial population
- fitness function
- pattern recognition
- support vector regression
- search algorithm