Ensemble ANNs-PSO-GA Approach for Day-ahead Stock E-exchange Prices Forecasting

International Journal of Computational Intelligence Systems

Volumn 7, Issue 2, 2014, Pages 272-290

  Xiao, Yi ^a,c   Xiao, Jin ^b,c   Lu, Fengbin ^c   Wang, Shouyang ^c  

^a CENTRAL CHINA NORMAL UNIVERSITY   (China)

^b Sichuan University   (China)

^c CHINESE ACADEMY OF SCIENCES   (China)

Author keywords

artificial neural networks; ensemble forecasting; genetic operator; particle swarm optimization; stock e exchange prices

Indexed keywords

COMPLEX NETWORKS; COSTS; FORECASTING; PARTICLE SWARM OPTIMIZATION (PSO); SUPPORT VECTOR MACHINES;

ENSEMBLE FORECASTING; GENERALIZED REGRESSION NEURAL NETWORK(GRNN); GENETIC OPERATORS; LINEAR COMBINATION MODEL; NON-LINEAR RELATIONSHIPS; NONLINEAR ENSEMBLE MODEL; STOCK E-EXCHANGE PRICES; WAVELET NEURAL NETWORKS;

NEURAL NETWORKS;

EID: 84899997031     PISSN: 18756891     EISSN: 18756883     Source Type: Journal    
DOI: 10.1080/18756891.2013.864472     Document Type: Article

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