Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm.
Tsung-Jung HsiehHsiao-Fen HsiaoWei-Chang YehPublished in: Appl. Soft Comput. (2011)
Keyphrases
- recurrent neural networks
- artificial bee colony algorithm
- stock market
- financial time series
- short term
- wavelet transform
- garch model
- foreign exchange
- long term
- chaotic time series
- feed forward
- neural network
- hybrid algorithm
- particle swarm optimization algorithm
- financial data
- stock price
- echo state networks
- stock exchange
- stock returns
- artificial bee colony
- stock data
- financial markets
- wavelet coefficients
- exchange rate
- artificial neural networks
- multiresolution
- feature extraction
- monetary policy
- evolutionary algorithm
- multivariate time series
- knowledge discovery
- optimal solution
- machine learning