Tytuł:

Forecasting Stock Price using Wavelet Neural Network Optimized by Directed Arti ficial Bee Colony Algorithm, Journal of Telecommunications and Information Technology, 2016, nr 2

Autor:

Khuat, Thanh Tung ; Le, Quang Chanh ; Le, My Hanh ; Nguyen, Bich Loan

Temat i słowa kluczowe:

wavelet transform ; back-propagation algorithm ; Artificial Bee Colony algorithm ; Artificial Neural Network ; stock price forecasting

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.

Wydawca:

National Institute of Telecommunications

Data wydania:

2016, nr 2

Typ zasobu:

artykuł

Format:

application/pdf

Identyfikator zasobu:

ISSN 1509-4553, on-line: ISSN 1899-8852

Źródło:

Journal of Telecommunications and Information Technology

Język:

ang

Prawa:

Biblioteka Naukowa Instytutu Łączności