Ensemble model of Intelligent Paradigms for Stock Market Forecasting

被引：0

作者：

Wang Wenji ^{[1
]}

Han Han ^{[1
]}

机构：

[1] Shandong Urban Construct Vocat Coll, Jinan 250103, Peoples R China

来源：

2010 THE 3RD INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE AND INDUSTRIAL APPLICATION (PACIIA2010), VOL VII | 2010年

关键词：

Artificial Neural networks (ANNs); Gene Expression Programming(GEP); Ensemble model of Intelligent Paradigms; Stock Market prediction;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

The use of intelligent systems for stock market predictions has been widely established, for example, Artificial Neural networks (ANNs), Radial Basis Function(RBF)network and Gene Expression Programming (GEP) algorithms. Etc. This paper introduces a ensemble model of GEP and ANNs for the prediction of stock indices. The performance of this model is then compared with support vector machine model and an artificial neural network respectively. Empirical results reveal that the ensemble result obtain the best results.

引用

页码：103 / 106

页数：4

共 8 条

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