A comprehensive survey on portfolio optimization, stock price and trend prediction using particle swarm optimization

A Thakkar, K Chaudhari - Archives of Computational Methods in …, 2021 - Springer
Stock market trading has been a subject of interest to investors, academicians, and
researchers. Analysis of the inherent non-linear characteristics of stock market data is a …

Automated trading systems statistical and machine learning methods and hardware implementation: a survey

B Huang, Y Huan, LD Xu, L Zheng… - Enterprise Information …, 2019 - Taylor & Francis
Automated trading, which is also known as algorithmic trading, is a method of using a
predesigned computer program to submit a large number of trading orders to an exchange …

Peer-to-peer energy trading in micro/mini-grids for local energy communities: A review and case study of Nepal

A Shrestha, R Bishwokarma, A Chapagain… - IEEE …, 2019 - ieeexplore.ieee.org
Distributed Energy Resources (DERs) are being integrated into the power market by
customers rather than large scale energy suppliers, thereby slowly transforming the …

A stock selection algorithm hybridizing grey wolf optimizer and support vector regression

M Liu, K Luo, J Zhang, S Chen - Expert Systems with Applications, 2021 - Elsevier
Artificial intelligence remarkably facilitates quantitative investment. A latest intelligent search
algorithm, grey wolf optimizer, is well integrated with support vector regression machine to …

The Electrolyte Genome project: A big data approach in battery materials discovery

X Qu, A Jain, NN Rajput, L Cheng, Y Zhang… - Computational Materials …, 2015 - Elsevier
We present a high-throughput infrastructure for the automated calculation of molecular
properties with a focus on battery electrolytes. The infrastructure is largely open-source and …

A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting

R Arévalo, J García, F Guijarro, A Peris - Expert Systems with Applications, 2017 - Elsevier
In this paper we propose and validate a trading rule based on flag pattern recognition,
incorporating important innovations with respect to the previous research. Firstly, we …

[HTML][HTML] Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends

J Doering, R Kizys, AA Juan, A Fito, O Polat - Operations Research …, 2019 - Elsevier
Computational finance is an emerging application field of metaheuristic algorithms. In
particular, these optimisation methods are becoming the solving approach alternative when …

A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning

S Almahdi, SY Yang - Expert Systems with Applications, 2019 - Elsevier
This study extends a recurrent reinforcement portfolio allocation and rebalancing
management system with complex portfolio constraints using particle swarm algorithms. In …

A hybrid decision support system for adaptive trading strategies: Combining a rule-based expert system with a deep reinforcement learning strategy

Y Kwon, Z Lee - Decision Support Systems, 2024 - Elsevier
Stock trading strategies pose challenging applications of machine learning for significant
commercial yields in the finance industry, drawing the attention of both economists and …

[HTML][HTML] Quantifying StockTwits semantic terms' trading behavior in financial markets: An effective application of decision tree algorithms

A Al Nasseri, A Tucker, S De Cesare - Expert systems with applications, 2015 - Elsevier
Growing evidence is suggesting that postings on online stock forums affect stock prices, and
alter investment decisions in capital markets, either because the postings contain new …