Swarm Intelligence Based Hybrid Neural Network Approach for Stock Price Forecasting
暂无分享,去创建一个
[1] Jiangling Yin,et al. OBST-based segmentation approach to financial time series , 2013, Eng. Appl. Artif. Intell..
[2] Sipra Sahoo,et al. Stock Market Price Prediction Employing Artificial Neural Network Optimized by Gray Wolf Optimization , 2019, Advances in Intelligent Systems and Computing.
[3] Dogan Ibrahim,et al. An Overview of Soft Computing , 2016 .
[4] Zhigang Zeng,et al. A modified Elman neural network with a new learning rate scheme , 2018, Neurocomputing.
[5] Raymond Chiong,et al. Forecasting interval time series using a fully complex-valued RBF neural network with DPSO and PSO algorithms , 2015, Inf. Sci..
[6] Isabelle Guyon,et al. An Introduction to Variable and Feature Selection , 2003, J. Mach. Learn. Res..
[7] Yanping Bai,et al. An Improved Harris’s Hawks Optimization for SAR Target Recognition and Stock Market Index Prediction , 2020, IEEE Access.
[8] Ling Tang,et al. A novel hybrid stock selection method with stock prediction , 2019, Appl. Soft Comput..
[9] Russell C. Eberhart,et al. A discrete binary version of the particle swarm algorithm , 1997, 1997 IEEE International Conference on Systems, Man, and Cybernetics. Computational Cybernetics and Simulation.
[10] Xin Yao,et al. Evolving artificial neural networks , 1999, Proc. IEEE.
[11] Ravi Kumar,et al. A Neuro-Genetic Technique for Pruning and Optimization of ANN Weights , 2018, Appl. Artif. Intell..
[12] H. Haleh,et al. A New Approach to Forecasting Stock Price with EKF Data Fusion , 2011 .
[13] Alexei Botchkarev,et al. A New Typology Design of Performance Metrics to Measure Errors in Machine Learning Regression Algorithms , 2019, Interdisciplinary Journal of Information, Knowledge, and Management.
[14] Yu Song,et al. Application of artificial neural network for the prediction of stock market returns: The case of the Japanese stock market , 2016 .
[15] Teuvo Kohonen,et al. An introduction to neural computing , 1988, Neural Networks.
[16] Chih-Chou Chiu,et al. Financial time series forecasting using independent component analysis and support vector regression , 2009, Decis. Support Syst..
[17] Wei Lu,et al. An Adaptive-PSO-Based Self-Organizing RBF Neural Network , 2018, IEEE Transactions on Neural Networks and Learning Systems.
[18] A. T. C. Goh,et al. Back-propagation neural networks for modeling complex systems , 1995, Artif. Intell. Eng..
[19] Werner Kristjanpoller,et al. A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis , 2018, Expert Syst. Appl..
[20] Jun Wang,et al. Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks , 2015, Neurocomputing.
[21] Ammar Belatreche,et al. Forecasting price movements using technical indicators: Investigating the impact of varying input window length , 2017, Neurocomputing.
[22] Ashraf Darwish,et al. A survey of swarm and evolutionary computing approaches for deep learning , 2019, Artificial Intelligence Review.
[23] A. K. Nassirtoussi,et al. A novel FOREX prediction methodology based on fundamental data , 2013 .
[24] Esmaeil Hadavandi,et al. A bat-neural network multi-agent system (BNNMAS) for stock price prediction: Case study of DAX stock price , 2015, Appl. Soft Comput..
[25] Alden H. Wright,et al. Genetic Algorithms for Real Parameter Optimization , 1990, FOGA.
[26] Wen-Chyuan Chiang,et al. An adaptive stock index trading decision support system , 2016, Expert Syst. Appl..
[27] Li Fei-Fei,et al. Progressive Neural Architecture Search , 2017, ECCV.
[28] Abdulhamit Subasi,et al. A comparison of time series and machine learning models for inflation forecasting: empirical evidence from the USA , 2016, Neural Computing and Applications.
[29] Chiun-Sin Lin,et al. Empirical mode decomposition–based least squares support vector regression for foreign exchange rate forecasting , 2012 .
[30] Frank Hutter,et al. Efficient Multi-Objective Neural Architecture Search via Lamarckian Evolution , 2018, ICLR.
[31] Veera Boonjing,et al. Artificial Neural Network and Genetic Algorithm Hybrid Intelligence for Predicting Thai Stock Price Index Trend , 2016, Comput. Intell. Neurosci..
[32] John H. Holland,et al. Adaptation in Natural and Artificial Systems: An Introductory Analysis with Applications to Biology, Control, and Artificial Intelligence , 1992 .
[33] Huanhuan Chen,et al. Multiobjective Learning in the Model Space for Time Series Classification , 2019, IEEE Transactions on Cybernetics.
[34] Ivan Tomov Dimov,et al. A genetic approach to automatic neural network architecture optimization , 2018, Neural Computing and Applications.
[35] Aderemi Oluyinka Adewumi,et al. Solving Dynamic Traveling Salesman Problem Using Dynamic Gaussian Process Regression , 2014, J. Appl. Math..
[36] Tugrul U. Daim,et al. Using artificial neural network models in stock market index prediction , 2011, Expert Syst. Appl..
[37] Da-yong Zhang,et al. Stock market forecasting model based on a hybrid ARMA and support vector machines , 2008, 2008 International Conference on Management Science and Engineering 15th Annual Conference Proceedings.
[38] E. Fama. EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* , 1970 .
[39] Yago Saez,et al. On the automated, evolutionary design of neural networks: past, present, and future , 2019, Neural Computing and Applications.
[40] Heeyoung Kim,et al. A new metric of absolute percentage error for intermittent demand forecasts , 2016 .
[41] Himansu Sekhar Behera,et al. ACFLN: artificial chemical functional link network for prediction of stock market index , 2019, Evol. Syst..
[42] Manas Ranjan Senapati,et al. A Novel Model for Stock Price Prediction Using Hybrid Neural Network , 2018, Journal of The Institution of Engineers (India): Series B.
[43] Wei-Chang Yeh,et al. A two-stage discrete particle swarm optimization for the problem of multiple multi-level redundancy allocation in series systems , 2009, Expert Syst. Appl..
[44] Jiahai Wang,et al. Financial time series prediction using a dendritic neuron model , 2016, Knowl. Based Syst..
[45] Kimon P. Valavanis,et al. Surveying stock market forecasting techniques - Part II: Soft computing methods , 2009, Expert Syst. Appl..
[46] Xiao Zhong,et al. Forecasting daily stock market return using dimensionality reduction , 2017, Expert Syst. Appl..
[47] Jun Wang,et al. Fluctuation prediction of stock market index by Legendre neural network with random time strength function , 2012, Neurocomputing.
[48] James Kennedy,et al. Particle swarm optimization , 2002, Proceedings of ICNN'95 - International Conference on Neural Networks.
[49] Jyh-Shing Roger Jang,et al. ANFIS: adaptive-network-based fuzzy inference system , 1993, IEEE Trans. Syst. Man Cybern..
[50] Rob J Hyndman,et al. Another look at measures of forecast accuracy , 2006 .
[51] Sildomar T. Monteiro,et al. Robust stock value prediction using support vector machines with particle swarm optimization , 2015, 2015 IEEE Congress on Evolutionary Computation (CEC).
[52] Jacek Mandziuk,et al. Neuro-genetic system for stock index prediction , 2011, J. Intell. Fuzzy Syst..
[53] Pradipta Kishore Dash,et al. A hybrid evolutionary dynamic neural network for stock market trend analysis and prediction using unscented Kalman filter , 2014, Appl. Soft Comput..
[54] I A Basheer,et al. Artificial neural networks: fundamentals, computing, design, and application. , 2000, Journal of microbiological methods.
[55] Peter Vuust,et al. Comparing the Performance of Popular MEG/EEG Artifact Correction Methods in an Evoked-Response Study , 2016, Comput. Intell. Neurosci..
[56] Kyoung-jae Kim. Artificial neural networks with evolutionary instance selection for financial forecasting , 2006, Expert Syst. Appl..
[57] Mehmet Özçalici,et al. Integrating metaheuristics and Artificial Neural Networks for improved stock price prediction , 2016, Expert Syst. Appl..
[58] Li Tang,et al. Predicting the direction of stock markets using optimized neural networks with Google Trends , 2018, Neurocomputing.
[59] M. Saberi,et al. Improved Estimation of Electricity Demand Function by Integration of Fuzzy System and Data Mining Approach , 2006, 2006 IEEE International Conference on Industrial Technology.
[60] Minakhi Rout,et al. An Evolutionary Algorithm Based Hybrid Parallel Framework for Asia Foreign Exchange Rate Prediction , 2020 .
[61] Vadlamani Ravi,et al. Forecasting financial time series volatility using Particle Swarm Optimization trained Quantile Regression Neural Network , 2017, Appl. Soft Comput..
[62] Jianzhou Wang,et al. Stock index forecasting based on a hybrid model , 2012 .
[63] Aderemi Oluyinka Adewumi,et al. Stock Price Prediction Using the ARIMA Model , 2014, 2014 UKSim-AMSS 16th International Conference on Computer Modelling and Simulation.
[64] Sarat Chandra Nayak,et al. ACRRFLN: Artificial Chemical Reaction of Recurrent Functional Link Networks for Improved Stock Market Prediction , 2019, Advances in Intelligent Systems and Computing.
[65] Weizhong Yan,et al. Toward Automatic Time-Series Forecasting Using Neural Networks , 2012, IEEE Transactions on Neural Networks and Learning Systems.
[66] Cheng Jiang,et al. Constructing a multilayer network for stock market , 2019, Soft Comput..
[67] G. Jenkins,et al. Time series analysis, forecasting and control , 1971 .
[68] Jiajun Wang,et al. Parameter optimization of interval Type-2 fuzzy neural networks based on PSO and BBBC methods , 2019, IEEE/CAA Journal of Automatica Sinica.
[69] Jiujun Cheng,et al. Dendritic Neuron Model With Effective Learning Algorithms for Classification, Approximation, and Prediction , 2019, IEEE Transactions on Neural Networks and Learning Systems.
[70] Randy L. Haupt,et al. Practical Genetic Algorithms , 1998 .
[71] K. S. Vaisla,et al. An Analysis of the Performance of Artificial Neural Network Technique for Stock Market Forecasting , 2010 .
[72] C. Tan,et al. NEURAL NETWORKS FOR TECHNICAL ANALYSIS: A STUDY ON KLCI , 1999 .
[73] Deepak Kumar,et al. Proximal support vector machine based hybrid prediction models for trend forecasting in financial markets , 2016, J. Comput. Sci..
[74] Robert P. W. Duin,et al. STATISTICAL PATTERN RECOGNITION , 2005 .
[75] Mehmet Özçalici,et al. Stock price prediction using hybrid soft computing models incorporating parameter tuning and input variable selection , 2019, Neural Computing and Applications.
[76] Huan Liu,et al. Feature Selection for High-Dimensional Data: A Fast Correlation-Based Filter Solution , 2003, ICML.
[77] Jorge J. Moré,et al. The Levenberg-Marquardt algo-rithm: Implementation and theory , 1977 .
[78] Mohammad Bagher Menhaj,et al. Training feedforward networks with the Marquardt algorithm , 1994, IEEE Trans. Neural Networks.
[79] Andrew R. Webb,et al. Statistical Pattern Recognition, Second Edition , 2002 .
[80] Aderemi Oluyinka Adewumi,et al. Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction , 2014, J. Appl. Math..
[81] Lukas Menkhoff,et al. Examining the Use of Technical Currency Analysis , 1997 .
[82] Frank Hutter,et al. Neural Architecture Search: A Survey , 2018, J. Mach. Learn. Res..
[83] Uday Pratap Singh,et al. Stock Market Forecasting Using Computational Intelligence: A Survey , 2020, Archives of Computational Methods in Engineering.
[84] C. B. Tilanus,et al. Applied Economic Forecasting , 1966 .
[85] Gwilym M. Jenkins,et al. Time series analysis, forecasting and control , 1972 .
[86] Andrew Lewis,et al. S-shaped versus V-shaped transfer functions for binary Particle Swarm Optimization , 2013, Swarm Evol. Comput..