Two-phase hybridisation using deep learning and evolutionary algorithms for stock market forecasting.
Raghavendra KumarPardeep KumarYugal KumarPublished in: Int. J. Grid Util. Comput. (2021)
Keyphrases
- deep learning
- stock market
- evolutionary algorithm
- short term
- financial time series
- garch model
- foreign exchange
- long term
- stock price
- stock exchange
- unsupervised feature learning
- trading rules
- unsupervised learning
- machine learning
- forecasting model
- exchange rate
- financial data
- financial markets
- weakly supervised
- mental models
- stock index futures
- genetic algorithm
- stock trading
- stock returns
- chinese stock market
- prediction model
- natural language processing
- neural network