Quantitative Trading Machine Learning Using Differential Evolution Algorithm.
Napas VinitnantharatNarit InchanThatthai SakkumjornKitsada DoungjitjaroenChukiat WorasucheepPublished in: JCSSE (2019)
Keyphrases
- differential evolution algorithm
- machine learning
- differential evolution
- evolutionary algorithm
- global numerical optimization
- control parameters
- mutation operation
- scale factor
- learning algorithm
- initial population
- artificial intelligence
- optimization model
- convergence speed
- particle swarm optimization
- feature selection
- pso algorithm
- support vector machine
- swarm intelligence
- neural network
- optimization algorithm
- particle swarm
- genetic algorithm
- genetic programming