Prediction of stock market index based on ISSA-BP neural network.
Xin LiuJunhong GuoHua WangFan ZhangPublished in: Expert Syst. Appl. (2022)
Keyphrases
- stock market
- bp neural network
- prediction model
- financial time series
- garch model
- forecasting model
- stock index futures
- short term
- chinese stock market
- load forecasting
- forecasting accuracy
- back propagation
- neural network
- generalization ability
- fault diagnosis
- bp neural network algorithm
- bp network
- trading rules
- stock price
- regression model
- bp algorithm
- rbf neural network
- long term
- stock data
- stock returns
- financial markets
- stock exchange
- neural network model
- stock trading
- listed companies
- financial data
- artificial neural networks
- wavelet neural network
- investment strategies
- evaluation model
- optimization algorithm
- chaotic particle swarm optimization
- financial news
- improved bp neural network
- radial basis function
- particle swarm optimization
- expert systems