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Agent-based artificial financial market with evolutionary algorithm
Chen, Yan; Xu, Zezhou; Yu, Wenqiang - In: Economic research 35 (2022) 1,5, pp. 5037-5057
Persistent link: https://www.econbiz.de/10014413977
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Stock market prediction using evolutionary support vector machines : an application to the ASE20 index
Karathanasopoulos, Andreas; Theofilatos, Konstantinos; … - In: The European journal of finance 22 (2016) 10/12, pp. 1145-1163
Persistent link: https://www.econbiz.de/10011715329
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Forecasting of future stock prices using neural networks and genetic algorithms
Mitilineos, Stelios A.; Artikis, Panayiotis G. - In: International journal of decision sciences, risk and … 7 (2017) 1/2, pp. 2-25
Persistent link: https://www.econbiz.de/10011797297
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Artificial adaptive market traders based in genetic algorithms for a stock market simulator
Isasi, Pedro; Velasco, Manuel - In: E-commerce and intelligent methods : with 35 tables, (pp. 180-197). 2002
Persistent link: https://www.econbiz.de/10001754989
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Finanzmarktprognose mit neuronalen Netzen : Training mit Backpropagation und genetisch-evolutionären Verfahren
Hövel, Christoph A. - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001825887
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On predictability and profitability : would GP induced trading rules be sensitive to the observed entropy of time series?
Navet, Nicolas; Chen, Shu-Heng - In: Natural computing in computational finance ; [the …, (pp. 197-210). 2008
Persistent link: https://www.econbiz.de/10009515168
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Modelling and trading the English stock market with new forecasting techniques
Karathanasopoulos, Andreas - In: Economics and Business Letters : EBL 5 (2016) 2, pp. 50-57
The motivation of this paper is to introduce a short term adaptive model (Partial Swarm Optimizer combined with linear and nonlinear models when applied to the task of forecasting and trading the daily closing returns of the FTSE100 exchange traded funds (ETFs). This is done by benchmarking its...
Persistent link: https://www.econbiz.de/10011573208
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Artificial intelligence model for building investment portfolio optimization mix using historical stock prices data
Adebiyi, Sulaimon Olanrewaju; Ogunbiyi, Oludayo Olatosimi; … - In: Rajagiri management journal 16 (2022) 1, pp. 36-62
Purpose - The purpose of this paper is to implement a genetic algorithmic geared toward building an optimized investment portfolio exploring data set from stocks of firms listed on the Nigerian exchange market. To provide a research-driven guide toward portfolio business assessment and...
Persistent link: https://www.econbiz.de/10013202382
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Swarm intelligence based hybrid neural network approach for stock price forecasting
Kumar, Gourav; Singh, Uday Pratap; Jain, Sanjeev - In: Computational economics 60 (2022) 3, pp. 991-1039
Persistent link: https://www.econbiz.de/10013380863