Investigation of the Predictability of Steel Manufacturer Stock Price Movements Using Particle Swarm Optimisation.
Pascal KhouryDenise GorsePublished in: ICONIP (2) (2013)
Keyphrases
- particle swarm optimisation
- stock price
- stock market
- stock exchange
- non stationary
- optimization algorithm
- optimisation problems
- historical data
- pso algorithm
- news articles
- fitness function
- genetic algorithm ga
- search capabilities
- stock returns
- particle swarm optimizer
- financial markets
- evolution strategy
- global optimization
- particle swarm optimization
- premature convergence
- evolutionary programming
- global search
- particle swarm optimization pso
- genetic algorithm