Optimizing trend analytics and forecasting models for diverse financial instruments
Loading...
Date
item.page.authors
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
The financial market is a complex and dynamic system, where the prediction of
newlinefuture trends and behaviours can be challenging. With the increasing availability
newlineof financial data and the advancements in computational techniques, there has
newlinebeen a growing interest in developing accurate and robust forecasting models for
newlinefinancial markets using nature-inspired optimization strategies. In recent years,
newlinesoft computing and deep learning techniques have emerged as powerful tools for
newlineimproving the accuracy and reliability of financial market forecasting. Soft
newlinecomputing techniques such as fuzzy logic, genetic algorithms, and neural
newlinenetworks can capture the complex and nonlinear relationships between the input
newlinevariables and the output variables, while deep learning techniques such as
newlineconvolutional neural networks and long short-term memory networks can handle
newlinelarge amounts of sequential data and capture the temporal dependencies in
newlinefinancial time series data.
newlineHowever, the success of these techniques in financial market forecasting
newlinedepends on several factors, including the appropriate selection of input features,
newlinethe optimization of model parameters, and the careful evaluation of model
newlineperformance. Therefore, the development of optimized soft computing and deep
newlinelearning techniques for financial market forecasting requires a deep understanding
newlineof both the underlying financial theories and the computational techniques.
newlineThis Ph.D. thesis aims to contribute to the development of optimized soft
newlinecomputing and deep learning techniques for enhancing financial market
newlineforecasting. The thesis focuses on two main objectives: (1) the development of
newlinenovel soft computing and deep learning algorithms for financial market
newlineforecasting, and (2) the evaluation and comparison of these algorithms in terms of
newlinetheir accuracy, efficiency, and robustness. The thesis then reviews the principles
newlineand algorithms of nature-inspired optimization strategies, including genetic
newlinealgorithms, particle swarm optimization, ant colony optimization, and artificial
newlineb