A multi-factor and high-order stock forecast model based on Type-2 FTS using cuckoo search and self-adaptive harmony search.
Wenyu ZhangShixiong ZhangShuai ZhangDejian YuNingNing HuangPublished in: Neurocomputing (2017)
Keyphrases
- high order
- harmony search
- harmony search algorithm
- higher order
- pairwise
- metaheuristic
- low order
- genetic algorithm
- lower order
- differential evolution
- meta heuristic algorithm
- short term
- fourth order
- bayesian logistic regression
- simulated annealing algorithm
- stock market
- bp neural network
- markov random field
- numerical optimization
- optimization method
- tensor analysis
- optimization algorithm