Stock return system identification and multiple adaptive forecast algorithm for price trend forecasting.
Ardalan AzarnejadHamid KhaloozadehPublished in: Expert Syst. Appl. (2022)
Keyphrases
- computational complexity
- dynamic programming
- worst case
- experimental evaluation
- preprocessing
- detection algorithm
- optimal solution
- significant improvement
- learning algorithm
- recognition algorithm
- segmentation algorithm
- simulated annealing
- computational cost
- cost function
- search space
- objective function
- similarity measure
- neural network
- optimization algorithm
- convergence rate
- recursive least squares