Combining Multiple Kernel Learning and Genetic Algorithm for forecasting short time foreign exchange rate

Proceedings of the 11th IASTED International Conference on Artificial Intelligence and Applications, AIA 2011

Volumn , Issue , 2011, Pages 200-209

  Deng, Shangkun ^a   Sakurai, Akito ^a  

^a KEIO UNIVERSITY   (Japan)

Author keywords

FX trading; Genetic Algorithm; MKL GA hybrid model; Multiple Kernel Learning

Indexed keywords

EXTRACTING FEATURES; FOREIGN EXCHANGE; FOREIGN EXCHANGE RATES; FX TRADING; HYBRID MODEL; KERNEL WEIGHT; MULTIPLE KERNEL LEARNING; REGRESSION MODEL; TECHNICAL INDICATOR; TIME HORIZONS;

ARTIFICIAL INTELLIGENCE; ECONOMICS; REGRESSION ANALYSIS;

GENETIC ALGORITHMS;

EID: 79958164800     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.2316/P.2011.717-111     Document Type: Conference Paper

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