A fuzzy logic control using a differential evolution algorithm aimed at modelling the financial market dynamics

Information Sciences

Volumn 181, Issue 1, 2011, Pages 79-91

  Hachicha, Nizar ^a   Jarboui, Bassem ^b   Siarry, Patrick ^c  

^a UNIVERSITY OF SFAX   (Tunisia)

^b ISCC of Bizerte University of 7 November at Carthage   (Tunisia)

^c UNIVERSITÉ PARIS EST CRÉTEIL   (France)

Author keywords

Behavioural finance; Differential evolution; Efficiency; Fuzzy set; Heterogeneous anticipations

Indexed keywords

BEHAVIOURAL FINANCE; DIFFERENTIAL EVOLUTION; DIFFERENTIAL EVOLUTION ALGORITHMS; FINANCIAL MARKET; FUZZY LOGIC CONTROL; HETEROGENEOUS ANTICIPATIONS; INTERNATIONAL FINANCIAL MARKETS; LIMITED CAPACITY; MODELLING TECHNIQUES; NON-LINEARITY;

BIOLOGY; COMMERCE; EVOLUTIONARY ALGORITHMS; FINANCIAL DATA PROCESSING; FUZZY LOGIC; FUZZY SETS;

FINANCE;

EID: 77958092744     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2010.09.010     Document Type: Article

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