Capturing dynamics of post-earnings-announcement drift using genetic algorithm-optimised supervised learning.
Zhengxin Joseph YeBjörn W. SchullerPublished in: CoRR (2020)
Keyphrases
- genetic algorithm
- supervised learning
- unsupervised learning
- training data
- fitness function
- dynamical systems
- training set
- artificial neural networks
- simulated annealing
- machine learning
- highly nonlinear
- statistical learning
- multi objective optimization
- learning tasks
- semi supervised
- evolutionary algorithm
- multi objective
- fuzzy logic
- neural network
- genetic programming
- hybrid genetic algorithm
- stock price
- dynamic model
- learning problems
- genetic algorithm ga
- training examples
- training samples
- semi supervised learning
- ant colony optimization
- active learning
- unlabeled data
- reinforcement learning
- population size
- supervised machine learning
- labeled data
- particle swarm optimization