A morphological-rank-linear evolutionary method for stock market prediction

DOI10.1016/J.INS.2009.07.007MaRDI QIDQ497174zbMATH OpenOpenAlexFDO

Authors Ricardo de A. Araújo, Tiago A. E. Ferreira

Publication date 23 September 2015

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2009.07.007

zbMATH Keywords

financial time seriesgenetic algorithmsintelligent hybrid modelsmorphological-rank-linear filtersstock market prediction

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Approximation methods and heuristics in mathematical programming (90C59) Economic time series analysis (91B84) Financial applications of other theories (91G80)

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Cites work

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• Much ado about nothing? Exchange rate forecasting: Neural networks vs. linear models using monthly and weekly data
• Neural networks approach to the random walk dilemma of financial time series
• Time series and dependent variables
• Time series forecasting with a nonlinear model and the scatter search meta-heuristic

Cited in

(7)

• The Kosko subsethood fuzzy associative memory (KS-FAM): mathematical background and applications in computer vision
• Extreme learning machine for a new hybrid morphological/linear perceptron
• A quantum‐inspired evolutionary hybrid intelligent approach for stock market prediction
• Morphological perceptrons with competitive learning: lattice-theoretical framework and constructive learning algorithm
• Generalized morphological components based on interval descriptors and n-ary aggregation functions
• Swarm-based translation-invariant morphological prediction method for financial time series forecasting
• Systematic analysis and review of stock market prediction techniques

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