Genetic algorithms and Darwinian approaches in financial applications: A survey

R Aguilar-Rivera, M Valenzuela-Rendón… - Expert Systems with …, 2015 - Elsevier
This article presents a review of the application of evolutionary computation methods to
solving financial problems. Genetic algorithms, genetic programming, multi-objective …

Deep reinforcement learning versus evolution strategies: A comparative survey

AY Majid, S Saaybi, V Francois-Lavet… - … on Neural Networks …, 2023 - ieeexplore.ieee.org
Deep reinforcement learning (DRL) and evolution strategies (ESs) have surpassed human-
level control in many sequential decision-making problems, yet many open challenges still …

Artificial neural network and genetic algorithm hybrid intelligence for predicting Thai stock price index trend

M Inthachot, V Boonjing… - Computational …, 2016 - Wiley Online Library
This study investigated the use of Artificial Neural Network (ANN) and Genetic Algorithm
(GA) for prediction of Thailand's SET50 index trend. ANN is a widely accepted machine …

Stock exchange of Thailand index prediction using back propagation neural networks

P Sutheebanjard… - 2010 Second International …, 2010 - ieeexplore.ieee.org
In this paper, we investigate predicting the Stock Exchange of Thailand Index movement.
Currently, there are two stock markets in Thailand; the Stock Exchange of Thailand (SET) …

Exchange rates determination based on genetic algorithms using mendel's principles: Investigation and estimation under uncertainty

Y Chen, G Zhang - Information fusion, 2013 - Elsevier
A genetic algorithm using Mendel's principle (Mendel-GA), in which the random assignment
of alleles from parents to offsprings is implied by the Mendel genetic operator, is proposed …

[PDF][PDF] Analysis of calendar effects: Day-of-the-week effect on the stock exchange of Thailand (SET)

P Sutheebanjard, W Premchaiswadi - International Journal of Trade …, 2010 - ijtef.org
(EMH), a stock's return is indifferent to a given trading day. But the day of the week effect
phenomenon produces a different return for each day in the week. This is an abnormal …

The use of neural networks in the prediction of the stock exchange of Thailand (SET) Index

S Chaigusin, C Chirathamjaree… - … for Modelling Control & …, 2008 - ieeexplore.ieee.org
Prediction of stock prices is an issue of interest to financial markets. Many prediction
techniques have been reported in stock forecasting. Neural networks are viewed as one of …

Administrative Accounting Information to Control Profitability Under Certainty and Uncertainty of a Universal Bank

S Trigkas, K Liapis, E Thalassinos - International Conference on …, 2019 - Springer
This chapter investigates how and to what extent, different types of endogenous and
exogenous variables influence the performance of Greek Universal Banks (UBs) and the …

Predicting SET50 index trend using artificial neural network and support vector machine

M Inthachot, V Boonjing, S Intakosum - … , IEA/AIE 2015, Seoul, South Korea …, 2015 - Springer
Finding ways to making better prediction of stock market trend has attracted a lot of attention
from researchers because an accurate prediction can substantially reduce investment risk …

[PDF][PDF] Forecasting SET50 index with multiple regression based on principal component analysis

N Sopipan, W Kanjanavajee, P Sattayatham - Journal of Applied Finance …, 2012 - Citeseer
In this paper, we forecast SET50 Index (The stock prices of the top 50 listed companies on
SET (Stock Exchange of Thailand)) by using multiple regression. At the same time, we …