Volatility forecast in FX markets using evolutionary computing and heuristic techniques.
Venkata L. Raju ChinthalapatiPublished in: CIFEr (2012)
Keyphrases
- evolutionary computing
- genetic programming
- genetic algorithm
- computational intelligence
- evolutionary algorithm
- financial markets
- multi objective
- evolutionary computation
- soft computing
- fuzzy systems
- particle swarm optimization
- adaptive control
- fuzzy logic
- swarm intelligence
- stock price
- machine learning
- simulated annealing
- artificial immune system
- short term
- search algorithm
- evolutionary fuzzy
- particle swarm optimization pso
- dynamic programming
- job shop scheduling problem
- tabu search
- intelligent systems
- optimal solution
- fitness function
- neural network