Using GAN-generated market simulations to guide genetic algorithms in index tracking optimization.
Julio Cezar Soares SilvaAdiel Teixeira de Almeida FilhoPublished in: Appl. Soft Comput. (2023)
Keyphrases
- genetic algorithm
- optimization method
- function optimization
- evolution strategy
- optimization algorithm
- object tracking
- futures market
- multi objective
- real time
- neural network
- automatically generated
- simulated annealing
- kalman filter
- parameter optimization
- genetic algorithm ga
- mean shift
- evolutionary computation
- evolutionary algorithm
- database
- particle swarm optimization
- stock market
- fuzzy logic
- optimization process
- constrained optimization
- genetic programming
- multi population
- chinese stock market
- fitness function