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...

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Bibliographic Details
Main Authors: Yi Xiao, Jin Xiao, Fengbin Lu, Shouyang Wang
Format: Article
Language:English
Published: Springer 2014-04-01
Series:International Journal of Computational Intelligence Systems
Subjects:
Online Access:https://www.atlantis-press.com/article/25868477.pdf