Forecasting stock index price based on M-factors fuzzy time series and particle swarm optimization.
Pritpal SinghBhogeswar BorahPublished in: Int. J. Approx. Reason. (2014)
Keyphrases
- stock index
- stock market
- particle swarm optimization
- empirical analysis
- garch model
- financial markets
- stock exchange
- stock price
- trading systems
- stock index futures
- financial time series
- portfolio management
- short term
- multi objective
- multivariate time series
- exchange rate
- theoretical analysis
- differential evolution
- financial data
- sar images
- decision making
- objective function
- long term
- historical data
- evolutionary algorithm
- portfolio optimization
- autoregressive
- neural network