Hybridization of evolutionary Levenberg-Marquardt neural networks and data pre-processing for stock market prediction

Knowledge-Based Systems

Volumn 35, Issue , 2012, Pages 245-258

  Asadi, Shahrokh ^a   Hadavandi, Esmaeil ^a   Mehmanpazir, Farhad ^b   Nakhostin, Mohammad Masoud ^b  

^a AMIRKABIR UNIVERSITY OF TECHNOLOGY   (Iran)

^b ISLAMIC AZAD UNIVERSITY   (Iran)

Author keywords

Data pre processing; Evolutionary Neural Networks; Genetic algorithms; Levenberg Marquardt algorithm; Stock price prediction

Indexed keywords

DATA PATTERNS; DATA PREPROCESSING; DATA TRANSFORMATION; EVOLUTIONARY NEURAL NETWORK; FINANCIAL PREDICTION; FINANCIAL TIME SERIES PREDICTIONS; HUMAN REASONING; HYBRID INTELLIGENT MODEL; INITIAL WEIGHTS; INPUT VARIABLES; LEVENBERG-MARQUARDT; LEVENBERG-MARQUARDT ALGORITHM; LM ALGORITHM; MODEL COMPLEXES; PREDICTION ACCURACY; STOCK EXCHANGE; STOCK MARKET; STOCK MARKET PREDICTION; STOCK PRICE PREDICTION;

COMMERCE; EQUIPMENT TESTING; FINANCIAL DATA PROCESSING; FORECASTING; GENETIC ALGORITHMS; NEURAL NETWORKS;

INVESTMENTS;

EID: 84866488723     PISSN: 09507051     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.knosys.2012.05.003     Document Type: Article

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