Long Term Memory Assistance for Evolutionary Algorithms
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Hyejung Chung & Kyung-shik Shin, 2018. "Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction," Sustainability, MDPI, vol. 10(10), pages 1-18, October.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Boštjan Slivnik & Željko Kovačević & Marjan Mernik & Tomaž Kosar, 2022. "On Comprehension of Genetic Programming Solutions: A Controlled Experiment on Semantic Inference," Mathematics, MDPI, vol. 10(18), pages 1-17, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Zhou, Zhongbao & Gao, Meng & Liu, Qing & Xiao, Helu, 2020. "Forecasting stock price movements with multiple data sources: Evidence from stock market in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
- Liping Wang & Jiawei Li & Lifan Zhao & Zhizhuo Kou & Xiaohan Wang & Xinyi Zhu & Hao Wang & Yanyan Shen & Lei Chen, 2023. "Methods for Acquiring and Incorporating Knowledge into Stock Price Prediction: A Survey," Papers 2308.04947, arXiv.org.
- Wang, Yijun & Andreeva, Galina & Martin-Barragan, Belen, 2023. "Machine learning approaches to forecasting cryptocurrency volatility: Considering internal and external determinants," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Heon Baek, 2024. "A CNN-LSTM Stock Prediction Model Based on Genetic Algorithm Optimization," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(2), pages 205-220, June.
- Ehsan Hoseinzade & Saman Haratizadeh & Arash Khoeini, 2019. "U-CNNpred: A Universal CNN-based Predictor for Stock Markets," Papers 1911.12540, arXiv.org.
- Zexin Hu & Yiqi Zhao & Matloob Khushi, 2021. "A Survey of Forex and Stock Price Prediction Using Deep Learning," Papers 2103.09750, arXiv.org.
- Kyoung-jae Kim & Kichun Lee & Hyunchul Ahn, 2018. "Predicting Corporate Financial Sustainability Using Novel Business Analytics," Sustainability, MDPI, vol. 11(1), pages 1-17, December.
- Kumar S. Chandar & Hitesh Punjabi, 2021. "Cat Swarm Optimization Algorithm Tuned Multilayer Perceptron for Stock Price Prediction," International Journal of Web-Based Learning and Teaching Technologies (IJWLTT), IGI Global, vol. 17(7), pages 1-15, November.
- Zhou, Yanting & Wang, Yanan & Wang, Kai & Kang, Le & Peng, Fei & Wang, Licheng & Pang, Jinbo, 2020. "Hybrid genetic algorithm method for efficient and robust evaluation of remaining useful life of supercapacitors," Applied Energy, Elsevier, vol. 260(C).
- Se-Hak Chun & Jae-Won Jang, 2022. "A New Trend Pattern-Matching Method of Interactive Case-Based Reasoning for Stock Price Predictions," Sustainability, MDPI, vol. 14(3), pages 1-15, January.
- Li-Chen Cheng & Yu-Hsiang Huang & Ming-Hua Hsieh & Mu-En Wu, 2021. "A Novel Trading Strategy Framework Based on Reinforcement Deep Learning for Financial Market Predictions," Mathematics, MDPI, vol. 9(23), pages 1-16, November.
- Jaime Alberto Gómez Vilchis & Federico Hernández Álvarez & Luis Ignacio Román de la Sancha, 2021. "Autómata Evolutivo (AE) para el mercado accionario usando Martingalas y un Algoritmo Genético," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(4), pages 1-22, Octubre -.
- Hsien-Ming Chou, 2024. "Predicting Turnover Rates for Short-Term Stock Index Investments Using Artificial Intelligence and Empirical Analysis," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 14(6), pages 1-18.
- Teddy Lazebnik & Tzach Fleischer & Amit Yaniv-Rosenfeld, 2023. "Benchmarking Biologically-Inspired Automatic Machine Learning for Economic Tasks," Sustainability, MDPI, vol. 15(14), pages 1-9, July.
- Jianlong Zhu & Dan Xian & Fengxiao & Yichen Nie, 2022. "Embedding-based neural network for investment return prediction," Papers 2210.00876, arXiv.org.
More about this item
Keywords
algorithmic performance; metaheuristics; duplicate individuals; non-revisited solutions;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:7:y:2019:i:11:p:1129-:d:288150. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.