DEHypGpOls: a genetic programming with evolutionary hyperparameter optimization and its application for stock market trend prediction.
Davut AriBaris Baykant AlagözPublished in: Soft Comput. (2023)
Keyphrases
- stock market
- genetic programming
- financial time series
- fitness evaluation
- evolutionary computation
- evolutionary approaches
- fitness function
- stock price
- stock exchange
- short term
- genetic algorithm
- stock trading
- financial data
- symbolic regression
- financial markets
- evolutionary algorithm
- trading rules
- stock returns
- listed companies
- optimization algorithm
- stock data
- stock index futures
- gaussian processes
- portfolio optimization
- prediction model
- garch model
- neural network
- long term
- optimization methods
- stock market data
- chinese stock market
- financial news