A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting.
Faizal HafizJan BroekaertDavide La TorreAkshya SwainPublished in: CoRR (2021)
Keyphrases
- multi criteria
- stock market
- neural architectures
- short term
- financial time series
- garch model
- long term
- foreign exchange
- neural models
- stock exchange
- neural network
- decision makers
- stock price
- multi attribute
- trading rules
- multi criteria optimization
- financial data
- forecasting model
- fuzzy logic
- stock index futures
- financial news
- stock returns
- multi objective
- objective function
- exchange rate
- evolutionary algorithm
- stock trading
- stock data
- decision making
- high dimensional
- particle swarm optimization
- financial markets
- data mining
- knn
- real time
- fuzzy numbers
- support vector regression
- neural network model