A PAA-PSO technique for investment strategies in the financial market.
Victor L. F. SouzaRodrigo C. BrasileiroAdriano L. I. OliveiraPublished in: IJCNN (2015)
Keyphrases
- financial markets
- investment strategies
- particle swarm optimization
- stock market
- stock price
- portfolio selection
- stock exchange
- black scholes
- exchange rate
- risk management
- optimization algorithm
- multi objective
- evolutionary algorithm
- differential evolution
- trading strategies
- trading systems
- probabilistic model
- technical indicators