DocumentCode
3423749
Title
Application of regression analysis based on genetic particle swarm algorithm in financial analysis
Author
Cheng, Xiaorong ; Sun, Lin ; Liu, Ping
Author_Institution
Dept. of Comput., North China Electr. Power Univ., Baoding, China
Volume
4
fYear
2010
fDate
25-27 June 2010
Abstract
Slow convergence speed and premature are two key problems existing in the regression analysis techniques based on genetic algorithm. To overcome the shortcomings,this paper proposes an improved regression analysis based on the genetic particle swarm algorithm. The basic principle is that a new operator is constructed to use PSO. This algorithm has the choice of genetic algorithms and genetic features, and drawing on the searching capabilities of particle towards the optimal forward. Finance analysis evaluates the efficiency of the algorithm. The experimental results show,the improved regression analysis is steady and greatly improve the convergent speed.
Keywords
convergence; finance; genetic algorithms; particle swarm optimisation; regression analysis; PSO; convergence speed; financial analysis; genetic particle swarm algorithm; regression analysis; Algorithm design and analysis; Application software; Artificial intelligence; Genetic algorithms; Information analysis; Linear regression; Particle swarm optimization; Regression analysis; Statistical analysis; Sun; Genetic algorithm; Mutation; Particle swarm algorithm; Regression analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Computer Design and Applications (ICCDA), 2010 International Conference on
Conference_Location
Qinhuangdao
Print_ISBN
978-1-4244-7164-5
Electronic_ISBN
978-1-4244-7164-5
Type
conf
DOI
10.1109/ICCDA.2010.5541106
Filename
5541106
Link To Document