Applying a Hybrid Algorithm to the Segmentation of the Spanish Stock Market Index Time Series.
Antonio Manuel Durán-RosalMonica-de la Paz-MarinPedro Antonio GutiérrezCésar Hervás-MartínezPublished in: IWANN (2) (2015)
Keyphrases
- stock market
- hybrid algorithm
- garch model
- stock index
- financial time series
- stock price
- particle swarm optimization
- short term
- stock exchange
- chinese stock market
- artificial bee colony algorithm
- optimal solution
- differential evolution
- stock data
- standard test problems
- trading rules
- simulated annealing
- stock returns
- stock index futures
- tabu search
- financial markets
- hybrid optimization algorithm
- particle swarm optimization pso
- stock trading
- long term
- stock market data
- listed companies
- optimization method
- financial data
- investment strategies
- genetic algorithm
- financial news
- imperialist competitive algorithm
- ant colony optimization
- medical images
- hybrid algorithms
- portfolio optimization
- multivariate time series
- optimization methods
- multi objective
- evolutionary algorithm
- exchange rate
- genetic algorithm ga
- neural network