Prediction of the Stock Exchange of Thailand Using Adaptive Evolution Strategies.
Sunisa RimcharoenDaricha SutivongPrabhas ChongstitvatanaPublished in: ICTAI (2005)
Keyphrases
- stock exchange
- evolution strategy
- financial time series
- stock market
- stock price
- dow jones
- financial data
- stock trading
- evolutionary algorithm
- non stationary
- differential evolution
- numerical optimization
- investment strategies
- genetic algorithm
- optimization methods
- third party
- particle swarm optimization algorithm
- dynamic programming
- exchange rate
- machine learning