Stock Prediction Based on TCN-ARIMA-GARCH Model with Intelligent Optimization Algorithm.
Peicheng WangZhijian WangPublished in: DSAI (2024)
Keyphrases
- optimization algorithm
- stock market
- garch model
- short term
- financial time series
- multi objective
- chinese stock market
- arima model
- optimization method
- differential evolution
- moving average
- particle swarm optimization pso
- optimization strategy
- evolutionary multi objective
- long term
- stock price
- stock data
- exponential smoothing
- artificial bee colony
- artificial neural networks
- prediction model
- neural network
- evolutionary algorithm
- multivariate time series
- markov random field
- hybrid optimization algorithm
- genetic algorithm