Forward Forecast of Stock Price Using Sliding-Window Metaheuristic-Optimized Machine-Learning Regression.
Jui-Sheng ChouThi-Kha NguyenPublished in: IEEE Trans. Ind. Informatics (2018)
Keyphrases
- sliding window
- metaheuristic
- stock price
- machine learning
- data streams
- tabu search
- simulated annealing
- stock market
- scatter search
- optimization problems
- ant colony optimization
- stock exchange
- fixed size
- search space
- combinatorial optimization
- non stationary
- short term
- vehicle routing problem
- optimal solution
- iterated local search
- financial markets
- genetic algorithm
- window size
- particle swarm optimization
- streaming data
- path relinking
- historical data
- financial data
- limited memory
- evolutionary algorithm
- guided local search
- natural language processing
- news articles
- support vector machine
- data analysis
- variable neighborhood search
- learning algorithm
- benchmark instances
- text mining
- long term
- search procedure
- financial time series
- data mining
- text classification
- information extraction
- feature selection
- scheduling problem
- cost function
- association rules
- objective function
- multi start
- neural network
- greedy randomized adaptive search procedure