Financial time series prediction using hybrids of chaos theory, multi-layer perceptron and multi-objective evolutionary algorithms.
Vadlamani RaviDadabada PradeepkumarKalyanmoy DebPublished in: Swarm Evol. Comput. (2017)
Keyphrases
- financial time series
- multi layer perceptron
- chaos theory
- multi objective evolutionary algorithms
- neural network
- stock market
- non stationary
- financial data
- artificial neural networks
- turning points
- neural network model
- radial basis function
- stock price
- multi objective
- exchange rate
- mlp neural networks
- support vector machine
- genetic programming
- neuro fuzzy
- multi criteria
- multivariate time series
- fitness function
- convergence property
- control system
- data sets