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Volumn 8, Issue 17, 2012, Pages 7021-7028

Stock price prediction based on general regression neural network and fly optimization algorithm

Author keywords

Fly optimization algorithm; Generalized regression neural network; Particle swarm optimization; Stock prediction

Indexed keywords

GENERAL REGRESSION NEURAL NETWORK; GENERALIZED REGRESSION NEURAL NETWORKS; OPTIMIZATION ALGORITHMS; PREDICTIVE PERFORMANCE; STOCK PREDICTIONS; STOCK PRICE PREDICTION;

EID: 84866542515     PISSN: 15539105     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (5)

References (10)
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    • Related securities and price discovery: Evidence from NYSE-listed non-U. S. stocks
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    • Korczak, P.1    Phylaktis, K.2
  • 3
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroskedasticity with estimates of the variance of united kingdom ination
    • R. F. Engle, Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Ination, Economitrica, 50 (4), (1982), 987-1008.
    • (1982) Economitrica , vol.50 , Issue.4 , pp. 987-1008
    • Engle, R.F.1
  • 4
    • 84986754945 scopus 로고
    • Modeling stochastic volatility:A review and comparative study
    • S. J. Taylor, Modeling stochastic volatility:A review and comparative study, Mathematical Finance, 4 (2), (1994), 183-204.
    • (1994) Mathematical Finance , vol.4 , Issue.2 , pp. 183-204
    • Taylor, S.J.1
  • 5
    • 0024167219 scopus 로고
    • Turning point identiffcation and bayesian forecasting of a volatile time series
    • R. K. Wolfe, Turning point identiffcation and Bayesian forecasting of a volatile time series, Computers and Industrial Engineering, 15 (1988), 378-386.
    • (1988) Computers and Industrial Engineering , vol.15 , pp. 378-386
    • Wolfe, R.K.1
  • 6
    • 79953724824 scopus 로고    scopus 로고
    • Using artiffcial neural network models in stock market index prediction
    • E. Guresen, G. Kayakutlu, T. U. Daim, Using artiffcial neural network models in stock market index prediction,Expert Systems with Applications 38 (8), (2011), 10389-10397.
    • (2011) Expert Systems with Applications , vol.38 , Issue.8 , pp. 10389-10397
    • Guresen, E.1    Kayakutlu, G.2    Daim, T.U.3
  • 7
    • 0026254768 scopus 로고
    • A general regression neural network
    • D. F. Specht, A General Regression Neural Network, IEEE TRANSACTION ON NEURAL NET-WORKS, 2 (6), (1991), 568-576.
    • (1991) IEEE TRANSACTION ON NEURAL NET-WORKS , vol.2 , Issue.6 , pp. 568-576
    • Specht, D.F.1
  • 9
    • 77954293814 scopus 로고    scopus 로고
    • Global optimization based on hybrid clonal selection genetic algorithm for task scheduling
    • X. F. Xue, Y. S. GU, Global Optimization Based on Hybrid Clonal Selection Genetic Algorithm for Task Scheduling, Journal of Computational Information Systems, 1 (2010), 253-261.
    • (2010) Journal of Computational Information Systems , vol.1 , pp. 253-261
    • Xue, X.F.1    Gu, Y.S.2
  • 10
    • 84155181068 scopus 로고    scopus 로고
    • A new fruit fly optimization algorithm: Taking the ffnancial distress model as an example
    • W. T. Pan, A new Fruit Fly Optimization Algorithm: Taking the ffnancial distress model as an example, Knowledge-Based Systems, 26 (2012), 69-74.
    • (2012) Knowledge-Based Systems , vol.26 , pp. 69-74
    • Pan, W.T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.