Modelling and Trading the DJIA Financial Index Using Neural Networks Optimized with Adaptive Evolutionary Algorithms.
Konstantinos A. TheofilatosAndreas S. KarathanasopoulosGeorgios SermpinisThomas AmorgianiotisEfstratios F. GeorgopoulosSpiros LikothanassisPublished in: EANN (2012)
Keyphrases
- fault diagnosis
- evolutionary algorithm
- neural network
- dow jones
- financial markets
- evolutionary computation
- differential evolution
- optimization problems
- multi objective
- fuzzy logic
- genetic algorithm
- trading systems
- foreign exchange
- decision making
- genetic programming
- multi objective optimization
- stock price
- differential evolution algorithm
- fitness function
- electronic commerce
- trading strategies
- financial information
- stock exchange
- database
- futures market
- stock market
- self organizing maps
- evolution strategy
- evolutionary strategy
- financial data
- simulated annealing
- risk management
- multilayer perceptron
- feed forward
- evolutionary search
- artificial neural networks