Prediction of S&P 500 and DJIA stock indices using Particle Swarm Optimization technique.
Ritanjali MajhiGanapati PandaGadadhar SahooAbhishek PandaArvind ChoubeyPublished in: IEEE Congress on Evolutionary Computation (2008)
Keyphrases
- particle swarm
- stock market
- particle swarm optimization
- financial time series
- optimization method
- particle swarm algorithm
- stock price
- particle swarm optimization algorithm
- multi objective
- premature convergence
- optimisation problems
- swarm intelligence
- prediction accuracy
- optimization strategy
- dow jones
- evolutionary algorithm
- optimization methods
- pso algorithm
- differential evolution
- binary particle swarm optimization
- genetic algorithm
- fitness function
- hybrid optimization algorithm
- hybrid algorithm
- global optimization
- evolutionary computation
- search capabilities
- distribution network
- predator prey
- objective function
- prediction model
- particle swarm optimisation
- convergence speed
- global search
- ant colony optimization
- optimization algorithm
- simulated annealing
- fuzzy logic
- multi agent
- decision making