A multi-objective ensemble learning approach based on the non-dominated sorting differential evolution for forecasting currency exchange rates.
Thi Thu Huong DinhVan Truong VuLam Thu BuiPublished in: KSE (2016)
Keyphrases
- currency exchange
- ensemble learning
- differential evolution
- multi objective
- exchange rate
- evolutionary algorithm
- optimization algorithm
- particle swarm optimization
- multi objective optimization
- multi objective optimization problems
- genetic algorithm
- generalization ability
- convergence speed
- differential evolution algorithm
- multi objective problems
- optimization method
- mutation operator
- ensemble methods
- optimization problems
- nsga ii
- particle swarm optimization pso
- fitness function
- objective function
- multi objective evolutionary algorithms
- random forest
- stock price
- multiple objectives
- pso algorithm
- simulated annealing
- concept drift
- base classifiers
- long run
- crossover operator
- feature selection
- genetic programming
- control system
- bp neural network
- prediction accuracy
- learning algorithm