Lael Joseph, Nathan; Brée, David S.; Kalyvas, Efstathios - In: Applications of artificial intelligence in finance and …, (pp. 93-125). 2004
Are the learning procedures of genetic algorithms (GAs) able to generate optimal architectures for artificial neural networks (ANNs) in high frequency data? In this experimental study, GAs are used to identify the best architecture for ANNs. Additional learning is undertaken by the ANNs to...