A Comparison of GA and PSO for Excess Return Evaluation in Stock Markets.
Ju-Sang LeeSangook LeeSeokcheol ChangByung-Ha AhnPublished in: IWINAC (2) (2005)
Keyphrases
- stock market
- particle swarm optimization pso
- genetic algorithm ga
- genetic algorithm
- hybrid algorithm
- fitness function
- particle swarm optimization
- multi objective
- hybrid pso
- particle swarm optimisation
- pso algorithm
- short term
- stock exchange
- stock returns
- genetic programming
- stock price
- financial markets
- differential evolution
- hybrid particle swarm optimization
- metaheuristic
- evolutionary algorithm
- stock data
- foreign exchange
- monetary policy
- financial data
- mutation operator
- ant colony optimization
- optimization algorithm
- long term
- particle swarm
- particle swarm optimization algorithm
- garch model
- information and communication technologies