Fuzzy GA-SVR for Mexican Stock Exchange's Financial Time Series Forecast with Online Parameter Tuning.
Javier Alberto Rangél GonzálezJuan Frausto SolísHéctor Joaquín Fraire HuacujaJuan Javier González BarbosaRodolfo A. Pazos RangelPublished in: Int. J. Comb. Optim. Probl. Informatics (2019)
Keyphrases
- parameter tuning
- stock exchange
- financial time series
- stock market
- financial data
- stock price
- genetic algorithm ga
- non stationary
- parameter settings
- fuzzy sets
- short term
- support vector regression
- exchange rate
- genetic algorithm
- stock returns
- multivariate time series
- simulated annealing
- long term
- fitness function
- genetic programming
- support vector machine
- financial markets
- evolutionary algorithm
- data analysis
- neural network