Stock Market Forecasting Using Restricted Gene Expression Programming.
Bin YangWei ZhangHaifeng WangPublished in: Comput. Intell. Neurosci. (2019)
Keyphrases
- stock market
- gene expression programming
- financial time series
- short term
- genetic programming
- garch model
- long term
- evolutionary computation
- foreign exchange
- stock price
- trading rules
- stock exchange
- forecasting model
- financial data
- financial markets
- stock index futures
- fitness function
- evolutionary algorithm
- exchange rate
- stock returns
- ensemble classifier
- text classification
- feature extraction
- neural network
- multi label classification
- ensemble learning
- support vector regression
- semi supervised learning
- investment strategies
- genetic algorithm
- machine learning