Mexican Stock Return Prediction with Differential Evolution for Hyperparameter Tuning.
Ramón Hinojosa AlejandroLuis A. TrejoLaura Hervert-EscobarNeil Hernández-GressEnrique González N.Published in: MICAI (1) (2021)
Keyphrases
- differential evolution
- parameter optimization
- evolutionary algorithm
- optimization algorithm
- differential evolution algorithm
- convergence speed
- test functions
- particle swarm optimization pso
- particle swarm optimization
- optimization method
- genetic algorithm
- constrained optimization problems
- evolution strategy
- multi objective optimization
- mutation operator
- hybrid algorithm
- direct search
- numerical optimization problems
- initial population
- function optimization problems
- solving global optimization problems
- crossover operator
- particle swarm
- prediction model
- harmony search
- global optimization problems
- multi objective
- stock market
- evolutionary programming
- artificial bee colony
- biogeography based optimization
- pso algorithm
- model selection
- real coded
- genetic programming
- optimization problems
- neural network