Title of article
Stock market prediction of S&P 500 via combination of improved BCO approach and BP neural network
Author/Authors
Zhang، نويسنده , , Yudong and Wu، نويسنده , , Lenan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
6
From page
8849
To page
8854
Abstract
The paper proposed an improved bacterial chemotaxis optimization (IBCO), which is then integrated into the back propagation (BP) artificial neural network to develop an efficient forecasting model for prediction of various stock indices. Experiments show its better performance than other methods in learning ability and generalization.
Keywords
Bacterial chemotaxis optimization (BCO) , Stock index prediction , Back propagation neural network (BPNN)
Journal title
Expert Systems with Applications
Serial Year
2009
Journal title
Expert Systems with Applications
Record number
2346624
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