- Tytuł:
- Forecasting Stock Price using Wavelet Neural Network Optimized by Directed Artificial Bee Colony Algorithm
- Autorzy:
-
Khuat, T. T.
Le, Q. C.
Nguyen, B. L.
Le, M. H. - Powiązania:
- https://bibliotekanauki.pl/articles/308651.pdf
- Data publikacji:
- 2016
- Wydawca:
- Instytut Łączności - Państwowy Instytut Badawczy
- Tematy:
-
Artificial Bee Colony algorithm
Artificial Neural Network
back-propagation algorithm
stock price forecasting
wavelet transform - Opis:
- Stock prediction with data mining techniques is one of the most important issues in finance. This field has attracted great scientific interest and has become a crucial research area to provide a more precise prediction process. This study proposes an integrated approach where Haar wavelet transform and Artificial Neural Network optimized by Directed Artificial Bee Colony algorithm are combined for the stock price prediction. The proposed approach was tested on the historical price data collected from Yahoo Finance with different companies. Furthermore, the prediction result was found satisfactorily enough as a guide for traders and investors in making qualitative decisions.
- Źródło:
-
Journal of Telecommunications and Information Technology; 2016, 2; 43-52
1509-4553
1899-8852 - Pojawia się w:
- Journal of Telecommunications and Information Technology
- Dostawca treści:
- Biblioteka Nauki
Artykuł