Forecasting of currency exchange rates using an adaptive ARMA model with differential evolution based training.
Minakhi RoutBabita MajhiRitanjali MajhiGanapati PandaPublished in: J. King Saud Univ. Comput. Inf. Sci. (2014)
Keyphrases
- differential evolution
- currency exchange
- exchange rate
- arma model
- evolutionary algorithm
- optimization algorithm
- differential evolution algorithm
- particle swarm optimization
- turning points
- optimization method
- financial time series
- mutation operator
- particle swarm optimization pso
- numerical optimization problems
- genetic algorithm
- global optimization problems
- moving average
- autoregressive
- stock price
- long run
- parameter optimization
- probabilistic model
- multi objective
- real coded
- crossover operator
- solving global optimization problems