Adapting Particle Swarm Optimization to Stock Markets.
Jovita NenortaiteRimvydas SimutisPublished in: ISDA (2005)
Keyphrases
- stock market
- particle swarm optimization
- pso algorithm
- short term
- multi objective
- financial time series
- trading rules
- financial data
- stock price
- monetary policy
- stock data
- particle swarm optimization pso
- financial markets
- genetic algorithm
- stock returns
- ant colony optimization
- stock exchange
- stock trading
- long term
- garch model
- stock market data
- evolutionary algorithm
- data mining