Enhanced Prediction of Intra-day Stock Market Using Metaheuristic Optimization on RNN-LSTM Network.
Krishna KumarMd. Tanwir Uddin HaiderPublished in: New Gener. Comput. (2021)
Keyphrases
- stock market
- metaheuristic
- optimization problems
- financial time series
- recurrent neural networks
- combinatorial optimization
- optimization method
- short term
- ant colony optimization
- tabu search
- harmony search
- scatter search
- simulated annealing
- path relinking
- stock price
- genetic algorithm
- stock exchange
- optimization algorithm
- trading rules
- financial data
- search space
- stock index futures
- evolutionary algorithm
- optimal solution
- global optimization
- iterated local search
- financial news
- portfolio optimization
- chinese stock market
- nature inspired
- optimization methods
- financial markets
- vehicle routing problem
- prediction model
- knapsack problem
- garch model
- stock data
- suboptimal solutions
- stock returns
- particle swarm optimization
- long term
- guided local search
- benchmark instances
- variable neighborhood search
- traveling salesman problem
- cost function
- ant colony optimization metaheuristic