A Neuro-Genetic Algorithm for Heteroskedastic Time-Series Processes Empirical Tests on Global Asset Returns.
Ralf ÖstermarkPublished in: Soft Comput. (1999)
Keyphrases
- genetic algorithm
- neural network
- artificial neural networks
- dynamic time warping
- database systems
- fitness function
- information systems
- case study
- multi objective
- genetic programming
- prize collecting
- immune genetic algorithm
- multi population
- subsequence matching
- global information
- stock price
- temporal patterns
- genetic algorithm ga
- process model
- fuzzy logic
- evolutionary algorithm
- information technology
- data mining