Sliding-window metaheuristic optimization-based forecast system for foreign exchange analysis.
Jui-Sheng ChouThi Thu Ha TruongPublished in: Soft Comput. (2019)
Keyphrases
- sliding window
- metaheuristic
- optimization problems
- data streams
- combinatorial optimization
- tabu search
- ant colony optimization
- simulated annealing
- scatter search
- optimization method
- quantitative analysis
- stream data
- hybrid metaheuristic
- genetic algorithm
- foreign exchange
- path relinking
- global optimization
- evolutionary algorithm
- search algorithm