Hybrid method of multiple kernel learning and genetic algorithm for forecasting short-term foreign exchange rates
Year of publication: |
2015
|
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Authors: | Deng, Shangkun ; Yoshiyama, Kazuki ; Mitsubuchi, Takashi ; Sakurai, Akito |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 45.2015, 1, p. 49-89
|
Subject: | FX trading | Financial prediction | Multiple kernel learning | Genetic algorithm | MKL-GA hybrid method | Technical indicators | Evolutionärer Algorithmus | Evolutionary algorithm | Prognoseverfahren | Forecasting model | Theorie | Theory | Wechselkurs | Exchange rate | Lernprozess | Learning process | Mathematische Optimierung | Mathematical programming |
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