FOREX Trading Model Based on Forecast Aggregation and Metaheuristic Optimization.
Michail G. PapatsimpasIoannis LykogiorgosKonstantinos E. ParsopoulosPublished in: SETN (2020)
Keyphrases
- metaheuristic
- optimization problems
- combinatorial optimization
- optimization method
- harmony search
- simulated annealing
- ant colony optimization
- tabu search
- scatter search
- continuous optimization
- evolutionary algorithm
- foreign exchange
- combinatorial optimization problems
- path relinking
- iterated local search
- search space
- vehicle routing problem
- particle swarm optimization
- benchmark instances
- solution space
- genetic algorithm
- global optimization
- objective function
- optimal solution
- guided local search
- nature inspired
- multi objective
- mathematical programming
- benchmark problems
- suboptimal solutions
- knapsack problem
- early warning
- neural network
- traveling salesman problem
- optimization algorithm
- vehicle routing problem with time windows
- short term
- metaheuristic algorithms
- greedy randomized adaptive search procedure