The optimized gate recurrent unit based on improved evolutionary algorithm to predict stock market returns.
Chao LiuFengfeng GaoQi ZhaoMengwan ZhangPublished in: RAIRO Oper. Res. (2023)
Keyphrases
- stock market
- evolutionary algorithm
- trading signals
- trading rules
- short term
- financial time series
- stock price
- stock index futures
- multi objective
- financial data
- differential evolution
- stock exchange
- stock trading
- stock data
- long term
- multi objective optimization
- financial news
- garch model
- listed companies
- stock market data
- financial markets
- foreign exchange
- trading systems