Forecasting stock index with multi-objective optimization model based on optimized neural network architecture avoiding overfitting.
Zhou TaoMuzhou HouChunhui LiuPublished in: Comput. Sci. Inf. Syst. (2018)
Keyphrases
- multi objective optimization
- stock index
- stock market
- empirical analysis
- financial markets
- multi objective
- garch model
- stock exchange
- portfolio management
- stock index futures
- evolutionary algorithm
- stock price
- multi objective optimization problems
- genetic algorithm
- short term
- trading systems
- multiple objectives
- bi objective
- financial time series
- pareto optimal
- portfolio selection
- empirical studies
- nsga ii
- portfolio optimization
- differential evolution
- multi objective genetic algorithms
- financial data
- multi objective genetic algorithm
- pareto optimal set
- theoretical analysis
- transaction costs
- optimization algorithm
- exchange rate
- multiobjective optimization
- particle swarm optimization
- long term