A quantitative fusion strategy of stock picking and timing based on Particle Swarm Optimized-Back Propagation Neural Network and Multivariate Gaussian-Hidden Markov Model.
Huajian LiLongjian LiJiajian LiangWeinan DaiPublished in: CoRR (2023)
Keyphrases
- hidden markov models
- back propagation neural network
- particle swarm
- multivariate gaussian
- particle swarm optimization
- maximum likelihood estimation
- particle swarm optimization algorithm
- covariance matrix
- optimization method
- evolutionary algorithm
- swarm intelligence
- multi objective
- gaussian distribution
- optimization methods
- differential evolution
- pso algorithm
- fitness function
- hybrid algorithm
- genetic algorithm
- support vector regression
- sample size
- neural network
- genetic programming
- hybrid model
- optimization problems