A novel evolutionary multi-objective ensemble learning approach for forecasting currency exchange rates.
Lam Thu BuiVan Truong VuThi Thu Huong DinhPublished in: Data Knowl. Eng. (2018)
Keyphrases
- currency exchange
- ensemble learning
- evolutionary multi objective
- exchange rate
- optimization algorithm
- multi objective genetic algorithm
- generalization ability
- ensemble methods
- random forest
- base classifiers
- concept drift
- stock price
- long run
- multi objective
- feature selection
- unlabeled data
- mutual subspace method
- optimization method
- change detection
- differential evolution
- short term
- semi supervised learning
- pattern recognition