Ensemble ANNs-PSO-GA Approach for Day-ahead Stock E-exchange Prices Forecasting.
Yi XiaoJin XiaoFengbin LuShouyang WangPublished in: Int. J. Comput. Intell. Syst. (2013)
Keyphrases
- genetic algorithm ga
- particle swarm optimization pso
- market clearing
- electricity markets
- short term
- stock market
- artificial neural networks
- market prices
- fitness function
- financial time series
- pso algorithm
- particle swarm optimisation
- neural network
- market participants
- genetic algorithm
- long term
- hybrid pso
- hybrid algorithm
- premature convergence
- hybrid particle swarm optimization
- bidding strategies
- technical indicators
- simulated annealing
- wind power
- electric power
- software agents
- stock price
- ensemble methods
- particle swarm optimization
- ann models
- genetic programming
- particle swarm optimization algorithm
- forecasting model
- power generation
- auction mechanisms
- back propagation
- load forecasting
- garch model
- using artificial neural networks
- forecasting accuracy
- neural network model
- multi objective
- exchange rate
- long run
- crossover operator
- wind speed
- particle swarm optimizer
- ant colony optimization
- evolutionary algorithm
- learning algorithm