Co-evolution of neural architectures and features for stock market forecasting: A multi-objective decision perspective.
Faizal M. F. HafizJan BroekaertDavide La TorreAkshya SwainPublished in: Decis. Support Syst. (2023)
Keyphrases
- stock market
- multi objective
- short term
- financial time series
- neural architectures
- garch model
- foreign exchange
- stock exchange
- long term
- optimization algorithm
- stock price
- evolutionary algorithm
- feature vectors
- stock trading
- decision making
- multiple objectives
- neural models
- financial markets
- genetic algorithm
- trading strategies
- portfolio optimization
- listed companies
- support vector regression
- particle swarm optimization
- trading rules
- fuzzy logic
- feature space
- financial news