Improving the Convergence and Diversity in Differential Evolution Through a Stock Market Criterion.
Mario A. NavarroAlfonso Ramos-MichelAngel GasparDiego OlivaSalvador HinojosaSeyed Jalaleddin MousaviradMarco A. Pérez CisnerosPublished in: EvoApplications (2022)
Keyphrases
- differential evolution
- stock market
- convergence speed
- premature convergence
- population diversity
- multi objective evolutionary algorithms
- evolutionary algorithm
- particle swarm optimization
- optimization algorithm
- financial time series
- mutation operator
- differential evolution algorithm
- optimization method
- short term
- stock price
- financial data
- stock exchange
- stock index futures
- genetic algorithm
- particle swarm optimization pso
- multi objective optimization
- stock trading
- trading rules
- global convergence
- global optimization problems
- particle swarm
- hybrid algorithm
- real coded
- numerical optimization problems
- parameter optimization
- global search
- stock data
- global optimization
- multi objective
- financial markets
- optimization methods
- stock returns
- convergence rate
- financial news
- evolutionary strategy
- garch model
- simulated annealing
- chinese stock market