From: Extreme learning with chemical reaction optimization for stock volatility prediction
Parameter | PSO | GA | GD | CRO |
---|---|---|---|---|
Learning Rate (α)/acceleration coefficient (c1, c2) | 2.15, 2.15 | NA | 0.1 | NA |
Momentum Factor (μ) | NA | NA | 0.3 | NA |
Number of iteration for 1st training set | 200 | 100 | 500 | 200 |
Number of iteration for subsequent training set | 10 | 10 | 20 | 10 |
Population size | 60 | 70 | NA | 60 |
Crossover probability (Cp) | NA | 0.6 | NA | NA |
Mutation probability (Cm) | NA | 0.004 | NA | NA |
Selection o elitism o binary tournament | Global best | 20% 80% | NA | Lower enthalpy/fitness |