Ensemble ANNs-PSO-GA Approach for Day-ahead Stock E-exchange Prices Forecasting
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 neur...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Springer
2013-02-01
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Series: | International Journal of Computational Intelligence Systems |
Subjects: | |
Online Access: | https://www.atlantis-press.com/article/25868372.pdf |