A multi-criteria approach to evolve sparse neural architectures for stock market forecasting.
Faizal M. F. HafizJan BroekaertDavide La TorreAkshya SwainPublished in: Ann. Oper. Res. (2024)
Keyphrases
- multi criteria
- stock market
- neural architectures
- financial time series
- short term
- garch model
- long term
- foreign exchange
- neural models
- neural network
- stock exchange
- stock price
- decision makers
- forecasting model
- multi attribute
- multi objective
- fuzzy logic
- decision making
- financial data
- trading rules
- stock returns
- stock trading
- financial markets
- stock data
- stock index futures
- multi criteria optimization
- fuzzy numbers
- high dimensional
- financial news
- objective function
- exchange rate
- bio inspired
- similarity search
- pattern recognition