A Model with Evolutionary Covariance-based Learning for High-Frequency Financial Forecasting.
Ricardo de A. AraújoAdriano L. I. OliveiraSilvio Romero de Lemos MeiraPublished in: GECCO (2015)
Keyphrases
- high frequency
- low frequency
- learning algorithm
- subband
- financial forecasting
- learning models
- classification models
- reinforcement learning
- similarity measure
- image compression
- image quality
- linear combination
- computational intelligence
- wavelet transform
- learning tasks
- learning problems
- support vector
- genetic algorithm