Particle swarm optimization of ensemble neural networks with fuzzy aggregation for time series prediction of the Mexican Stock Exchange

DOI10.1016/J.INS.2014.05.006MaRDI QIDQ507625zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Martha Pulido, Patricia Melin, Oscar Castillo

Publication date 7 February 2017

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2014.05.006

zbMATH Keywords

particle swarm optimizationtime series predictionensemble neural network

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximation methods and heuristics in mathematical programming (90C59)

Recommendations

• A neural network prediction model based on particle swarm optimization
• Forecasting stock index price based on M-factors fuzzy time series and particle swarm optimization
• Intelligent financial time series forecasting: a complex neuro-fuzzy approach with multi-swarm intelligence
• Prediction of chaotic time series based on neural networks optimized by hybrid algorithm
• Bankruptcy prediction using neural networks with structure optimization by particle swarm optimization and genetic algorithm

Cites work

• scientific article; zbMATH DE number 4097332 (Why is no real title available?)
• scientific article; zbMATH DE number 1259203 (Why is no real title available?)
• A simple method of forecasting based on fuzzy time series
• Applications of type-2 fuzzy logic systems to forecasting of time-series
• Effective lengths of intervals to improve forecasting in fuzzy time series
• Introduction to Time Series and Forecasting
• Operations on type-2 fuzzy sets
• Practical Optimization
• Predicting a chaotic time series using a fuzzy neural network

Cited in

(7)

• Finding sums of powers using physical arguments
• Bayesian regularization neural network ensemble model based on partial least squares regression and its application to stock market
• Swarm-based translation-invariant morphological prediction method for financial time series forecasting
• Prepositioning emergency earthquake response supplies: a new multi-objective particle swarm optimization algorithm
• Intelligent financial time series forecasting: a complex neuro-fuzzy approach with multi-swarm intelligence
• Kernel sparse representation for time series classification
• Stochastic stability analysis of composite dynamic system for particle swarm optimization

Describes a project that uses

Uses Software

• itsmr

This page was built for publication: Particle swarm optimization of ensemble neural networks with fuzzy aggregation for time series prediction of the Mexican Stock Exchange

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q507625)