A new self adaptive differential evolution: Its application in forecasting the index of Stock Exchange of Thailand.
Chukiat WorasucheepPublished in: IEEE Congress on Evolutionary Computation (2007)
Keyphrases
- stock exchange
- stock index
- stock market
- financial time series
- stock price
- financial data
- stock trading
- garch model
- dow jones
- investment strategies
- black scholes
- short term
- historical data
- non stationary
- portfolio optimization
- neural network
- databases
- text classification
- high dimensional
- feature space
- data mining
- chinese stock market