Particle swarm optimization of ensemble neural networks with fuzzy aggregation for time series prediction of the Mexican Stock Exchange.
Martha PulidoPatricia MelinOscar CastilloPublished in: Inf. Sci. (2014)
Keyphrases
- stock exchange
- neural network
- particle swarm optimization
- fuzzy logic
- neural network model
- artificial neural networks
- stock market
- stock price
- fuzzy systems
- recurrent neural networks
- financial data
- non stationary
- stock trading
- fuzzy numbers
- dow jones
- black scholes
- fuzzy sets
- pso algorithm
- genetic algorithm
- financial time series
- fuzzy rules
- multi objective
- neuro fuzzy
- back propagation
- akaike information criterion
- function approximation
- radial basis function
- multi class
- investment strategies
- historical data
- credit card
- evolutionary algorithm
- decision trees
- feature selection