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Ensemble ANNs-PSO-GA Approach for Day-ahead Stock E-exchange Prices Forecasting
2013
International Journal of Computational Intelligence Systems
Stock e-exchange prices forecasting is an important financial problem that is receiving increasing attention. This study proposes a novel three-stage nonlinear ensemble model. In the proposed model, three different types of neural-network based models, i.e. Elman network, generalized regression neural network (GRNN) and wavelet neural network (WNN) are constructed by three non-overlapping training sets and are further optimized by improved particle swarm optimization (IPSO). Finally, a
doi:10.1080/18756891.2013.756227
fatcat:mo5x6jqlizfvlmwvrhzbak2xaq