Volatility index prediction based on a hybrid deep learning system with multi-objective optimization and mode decomposition.
Chaonan TianTong NiuWei WeiPublished in: Expert Syst. Appl. (2023)
Keyphrases
- multi objective optimization
- deep learning
- multi objective
- evolutionary algorithm
- unsupervised feature learning
- unsupervised learning
- garch model
- genetic algorithm
- bi objective
- differential evolution
- machine learning
- multi objective genetic algorithm
- nsga ii
- multi objective optimization problems
- multi objective genetic algorithms
- deep architectures
- pareto optimal
- weakly supervised
- stock market
- multiple objectives
- viewpoint
- stock price
- multi objective evolutionary algorithms
- natural language processing
- complex optimization problems
- optimization algorithm