Prediction and Trading in Crude Oil Markets Using Multi-Class Classification and Multi-Objective Optimization.
Shangkun DengXiaoru HuangJiashuang ShenHaoran YuChenguang WangHongyu TianFangjie MaTianxiang YangPublished in: IEEE Access (2019)
Keyphrases
- multi objective optimization
- multi class classification
- crude oil
- multi objective
- multi class
- evolutionary algorithm
- binary classification
- prediction accuracy
- trading strategies
- genetic algorithm
- support vector
- differential evolution
- electricity markets
- multi task learning
- trading systems
- prediction model
- optimization algorithm
- oil field
- pairwise
- particle swarm optimization
- long run
- multi objective evolutionary algorithms
- learning algorithm
- trading agents
- neural network