Stock Market Forecasting Using Restricted Gene Expression Programming
Joint Authors
Yang, Bin
Zhang, Wei
Wang, Haifeng
Source
Computational Intelligence and Neuroscience
Issue
Vol. 2019, Issue 2019 (31 Dec. 2019), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2019-02-05
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
Stock index prediction is considered as a difficult task in the past decade.
In order to predict stock index accurately, this paper proposes a novel prediction method based on S-system model.
Restricted gene expression programming (RGEP) is proposed to encode and optimize the structure of the S-system.
A hybrid intelligent algorithm based on brain storm optimization (BSO) and particle swarm optimization (PSO) is proposed to optimize the parameters of the S-system model.
Five real stock market prices such as Dow Jones Index, Hang Seng Index, NASDAQ Index, Shanghai Stock Exchange Composite Index, and SZSE Component Index are collected to validate the performance of our proposed method.
Experiment results reveal that our method could perform better than deep recurrent neural network (DRNN), flexible neural tree (FNT), radial basis function (RBF), backpropagation (BP) neural network, and ARIMA for 1-week-ahead and 1-month-ahead stock prediction problems.
And our proposed hybrid intelligent algorithm has faster convergence than PSO and BSO.
American Psychological Association (APA)
Yang, Bin& Zhang, Wei& Wang, Haifeng. 2019. Stock Market Forecasting Using Restricted Gene Expression Programming. Computational Intelligence and Neuroscience،Vol. 2019, no. 2019, pp.1-14.
https://search.emarefa.net/detail/BIM-1129563
Modern Language Association (MLA)
Yang, Bin…[et al.]. Stock Market Forecasting Using Restricted Gene Expression Programming. Computational Intelligence and Neuroscience No. 2019 (2019), pp.1-14.
https://search.emarefa.net/detail/BIM-1129563
American Medical Association (AMA)
Yang, Bin& Zhang, Wei& Wang, Haifeng. Stock Market Forecasting Using Restricted Gene Expression Programming. Computational Intelligence and Neuroscience. 2019. Vol. 2019, no. 2019, pp.1-14.
https://search.emarefa.net/detail/BIM-1129563
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1129563