A hybrid evolutionary dynamic neural network for stock market trend analysis and prediction using unscented Kalman filter.
Ranjeeta BisoiPradipta K. DashPublished in: Appl. Soft Comput. (2014)
Keyphrases
- stock market
- financial time series
- trend analysis
- hybrid evolutionary
- neural network
- unscented kalman filter
- short term
- prediction model
- stock price
- evolutionary search
- extended kalman filter
- simulated annealing
- long term
- evolutionary algorithm
- dynamic environments
- genetic algorithm
- dynamic model
- topic detection
- state estimation
- multilayer perceptron
- back propagation
- data mining