Time Series Stock Price Forecasting Based on Genetic Algorithm (GA)-Long Short-Term Memory Network (LSTM) Optimization.
Xinye ShaPublished in: CoRR (2024)
Keyphrases
- genetic algorithm ga
- stock price
- recurrent neural networks
- financial time series
- long short term memory
- parameter optimization
- exchange rate
- stock market
- technical indicators
- real coded
- option pricing
- artificial neural networks
- fitness function
- particle swarm optimization pso
- stock exchange
- simulated annealing
- premature convergence
- genetic algorithm
- hybrid ga
- news articles
- financial data
- historical data
- stock market data
- non stationary
- short term
- optimization algorithm
- neural network
- financial markets
- stock data
- crossover operator
- constrained optimization
- optimization methods
- feed forward
- global optimization
- long term
- multivariate time series
- hill climbing
- foreign exchange
- evolutionary algorithm
- fitness values
- evolution strategy
- artificial bee colony
- combinatorial optimization
- optimization method
- differential evolution
- chinese stock market
- machine learning