Foreign exchange forecasting and portfolio optimization strategy based on hybrid-molecular differential evolution algorithms.
Xuecong ZhangChen ZhongLaith AbualigahPublished in: Soft Comput. (2023)
Keyphrases
- differential evolution
- optimization strategy
- foreign exchange
- optimization algorithm
- test functions
- evolutionary algorithm
- optimization method
- hybrid algorithm
- artificial bee colony
- exchange rate
- evolution strategy
- mutation operator
- convergence speed
- learning algorithm
- global optimization problems
- short term
- particle swarm optimization
- optimization problems
- neural network
- optimization methods
- particle swarm optimization pso
- starting point
- differential evolution algorithm
- parameter optimization
- simulated annealing
- multi objective
- long term