Stock Price Forecasting: An Echo State Network Approach
نویسندگان
چکیده
منابع مشابه
Stock Price Forecasting
The especial importance of capital market in countries is undeniable in economic development via effective capital conduct and optimum resources allocation. Investment in capital market requires decision making in new stock exchanges, and accessing information in the case of future status of capital market. Undoubtedly, nowadays most part of capital is exchanged via stock exchange all around ...
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Prediction of market prices is an important and well-researched problem. While traditional techniques have yielded good results, rooms for improvement still exists, especially in the ability to explain sudden changes in behavior, as a response to shocks. Nonlinear systems have been successfully used to describe phase transitions in deterministic chaotic systems, so the combination of the expres...
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0957-4174/$ see front matter 2008 Elsevier Ltd. A doi:10.1016/j.eswa.2008.09.049 * Corresponding author. Tel.: +86 10 62777703. E-mail addresses: [email protected] com (Z. Yang), [email protected] (Y. Song). Neural network has been popular in time series prediction in financial areas because of their advantages in handling nonlinear systems. This paper presents a study of using a no...
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In this paper, a neural network-driven fuzzy reasoning system for stock price forecast is proposed on the basis of improved Takagi-Sugeno reasoning model. The experimental result shows that the fuzzy neural network has such properties as fast convergence, high precision and strong function approximation ability and is suitable for real stock price prediction.
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Most models for the time series of stock prices have centered on autoregressive (AR) processes. Traditionaly, fundamantal Box-Jenkins analysis [2] have been the mainstream methodology used to develop time series models. Next, we briefly describe the develop a classical AR model for stock price forecasting. A fuzzy regression model is then introduced. Following this description, an artificial fu...
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ژورنال
عنوان ژورنال: Computer Systems Science and Engineering
سال: 2021
ISSN: 0267-6192
DOI: 10.32604/csse.2021.014189