Ensemble ANNs-PSO-GA Approach for Day-ahead Stock E-exchange Prices Forecasting.
Yi XiaoJin XiaoFengbin LuShouyang WangPublished in: Int. J. Comput. Intell. Syst. (2014)
Keyphrases
- genetic algorithm ga
- particle swarm optimization pso
- market clearing
- electricity markets
- short term
- stock market
- artificial neural networks
- market prices
- pso algorithm
- fitness function
- particle swarm optimisation
- financial time series
- market participants
- genetic algorithm
- hybrid pso
- wind power
- neural network
- premature convergence
- hybrid algorithm
- particle swarm optimization
- bidding strategies
- electric power
- simulated annealing
- long term
- hybrid particle swarm optimization
- technical indicators
- particle swarm optimization algorithm
- genetic programming
- ann models
- ensemble methods
- back propagation
- forecasting model
- stock price
- software agents
- financial data
- auction mechanisms
- power generation
- hybrid model
- using artificial neural networks
- garch model
- crossover operator
- optimization algorithm
- load forecasting
- exchange rate
- particle swarm optimizer
- evolutionary algorithm
- stochastic programming
- financial markets
- long run
- resource allocation