Interval Forecasting of Financial Time Series by Accelerated Particle Swarm-Optimized Multi-Output Machine Learning System.
Jui-Sheng ChouDinh-Nhat TruongThuy-Linh LePublished in: IEEE Access (2020)
Keyphrases
- financial time series
- particle swarm
- machine learning
- financial time series forecasting
- stock market
- particle swarm optimization
- particle swarm optimization algorithm
- optimization method
- particle swarm algorithm
- financial data
- multi objective
- exchange rate
- swarm intelligence
- evolutionary algorithm
- non stationary
- turning points
- stock exchange
- stock price
- optimization methods
- fitness function
- differential evolution
- genetic algorithm
- pso algorithm
- computational intelligence
- hybrid algorithm
- evolutionary computation
- short term
- text mining
- long term
- natural language processing
- text classification
- hybrid optimization algorithm
- convergence speed
- support vector machine
- simulated annealing