Capturing dynamics of post-earnings-announcement drift using a genetic algorithm-optimized XGBoost.
Zhengxin Joseph YeBjörn W. SchullerPublished in: Expert Syst. Appl. (2021)
Keyphrases
- genetic algorithm
- genetic algorithm is employed
- dynamic model
- evolutionary computation
- simulated annealing
- genetic algorithm ga
- fitness function
- hybrid algorithm
- optimization method
- neural network
- ant colony optimization
- metaheuristic
- concept drift
- multi objective
- immune genetic algorithm
- genetic search
- real coded
- dynamical systems
- tabu search
- evolutionary algorithm
- artificial neural networks
- information retrieval
- fuzzy logic
- mutation operator
- population dynamics
- multi population
- error accumulation
- video sequences