Exploring a Hybrid Algorithm for Price Volatility Prediction of Bitcoin.
Zikang LiXusen ChengYing BaoPublished in: WHICEB (2020)
Keyphrases
- hybrid algorithm
- particle swarm optimization
- simulated annealing
- prediction accuracy
- tabu search
- financial time series
- particle swarm optimization pso
- differential evolution
- hybrid optimization algorithm
- artificial bee colony algorithm
- ant colony optimization
- premature convergence
- hybrid particle swarm optimization
- standard test problems
- genetic algorithm
- hybrid method
- optimal solution
- stock market
- imperialist competitive algorithm
- ant colony optimization algorithm
- particle swarm algorithm
- ant algorithm
- initial solution
- multi objective
- metaheuristic
- optimization problems
- biogeography based optimization
- nonlinear integer programming
- evolutionary algorithm