Prediction of financial time series and its volatility using a hybrid dynamic neural network trained by sliding mode algorithm and differential evolution.
Ranjeeta BisoiPradipta Kishore DashPublished in: Int. J. Inf. Decis. Sci. (2015)
Keyphrases
- differential evolution
- financial time series
- optimization algorithm
- differential evolution algorithm
- hybrid algorithm
- particle swarm optimization
- neural network
- genetic algorithm
- objective function
- evolutionary algorithm
- stock market
- mathematical model
- global optimization problems
- state space
- dynamic programming
- search space
- non stationary
- support vector machine svm
- learning algorithm