A hybrid approach by integrating brain storm optimization algorithm with grey neural network for stock index forecasting

DOI10.1155/2014/759862zbMath1406.91514OpenAlexW2104444668WikidataQ59041292 ScholiaQ59041292MaRDI QIDQ1724915

Yanqiu Sun

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/759862

zbMATH Keywords

brain storm optimization algorithmgrey neural networkstock index forecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05) Actuarial science and mathematical finance (91G99)

Related Items (1)

Application of game theory on parameter optimization of the novel two-stage Nash nonlinear grey Bernoulli model

Cites Work

• An intelligence optimized rolling grey forecasting model fitting to small economic dataset
• Combined heat and power dynamic economic dispatch with emission limitations using hybrid DE-SQP method
• Forecasting stock index price based on M-factors fuzzy time series and particle swarm optimization

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