A novel stacked denoising autoencoder with swarm intelligence optimization for stock index prediction.
Jiaxi LiGuang LiuHenry Wing Fung YeungJunfu YinYuk Ying ChungXiaoMing ChenPublished in: IJCNN (2017)
Keyphrases
- swarm intelligence
- denoising
- swarm robotics
- ant colony optimization
- computational intelligence
- particle swarm optimization
- particle swarm optimization pso
- evolutionary computation
- ant colonies
- social behavior
- optimization algorithm
- social insects
- prediction model
- theoretical and empirical study
- global optimization
- image denoising
- nature inspired
- collective behavior
- stock price
- wavelet domain
- search algorithm
- swarm optimization
- image processing
- foraging behavior
- neural network
- optimization problems
- optimization method
- multi objective
- long term
- non stationary
- stock exchange
- objective function