Stock Selection with a Novel Sigmoid-Based Mixed Discrete-Continuous Differential Evolution Algorithm.
Lean YuLunchao HuLing TangPublished in: IEEE Trans. Knowl. Data Eng. (2016)
Keyphrases
- differential evolution algorithm
- differential evolution
- evolutionary algorithm
- global numerical optimization
- control parameters
- continuous domains
- discrete space
- scale factor
- mutation operation
- optimization model
- evolutionary computation
- initial population
- convergence speed
- genetic algorithm
- continuous variables
- machine learning
- hybrid algorithm
- particle swarm optimization