Journal ArticleDOI
Evolving artificial neural networks to combine financial forecasts
Paul Harrald,Mark J. Kamstra +1 more
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TLDR
Using stock price volatility forecast data, evolved networks compare favorably with a naive average combination, a least squares method, and a kernel method on out-of-sample forecasting ability-the best evolved network showed strong superiority in statistical tests of encompassing.Abstract:
We conduct evolutionary programming experiments to evolve artificial neural networks for forecast combination. Using stock price volatility forecast data we find evolved networks compare favorably with a naive average combination, a least squares method, and a kernel method on out-of-sample forecasting ability-the best evolved network showed strong superiority in statistical tests of encompassing. Further, we find that the result is not sensitive to the nature of the randomness inherent in the evolutionary optimization process.read more
Citations
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Journal ArticleDOI
Evolving artificial neural networks
TL;DR: It is shown, through a considerably large literature review, that combinations between ANNs and EAs can lead to significantly better intelligent systems than relying on ANNs or EAs alone.
Journal ArticleDOI
Artificial immune systems as a novel soft computing paradigm
L.N. de Castro,Jon Timmis +1 more
TL;DR: This paper proposes one such framework for AIS, discusses the suitability of AIS as a novel soft computing paradigm and reviews those works from the literature that integrate AIS with other approaches, focusing ANN, EA and FS.
Journal ArticleDOI
Application of a fuzzy neural network combined with a chaos genetic algorithm and simulated annealing to short-term load forecasting
Gwo-Ching Liao,Ta-Peng Tsao +1 more
TL;DR: A fuzzy neural network combined with a chaos-search genetic algorithm (CGA) and simulated annealing (SA) applied to short-term power-system load forecasting as a sample test demonstrates an encouraging degree of accuracy superior to other commonly used forecasting methods available.
Journal ArticleDOI
A Hybrid Neurogenetic Approach for Stock Forecasting
Yung-Keun Kwon,Byung-Ro Moon +1 more
TL;DR: The neurogenetic hybrid showed notable improvement on the average over the buy-and-hold strategy and the context-based ensemble further improved the results, which implies that the proposed neurogenetics hybrid can be used for financial portfolio construction.
Journal ArticleDOI
Integrating a Piecewise Linear Representation Method and a Neural Network Model for Stock Trading Points Prediction
TL;DR: An intelligent PLR (IPLR) model is further developed by integrating the genetic algorithm with the PLR to iteratively improve the threshold value of thePLR and it further increases the profitability of the model.
References
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Journal ArticleDOI
Multilayer feedforward networks are universal approximators
HornikK.,StinchcombeM.,WhiteH. +2 more
Book
Introduction To The Theory Of Neural Computation
TL;DR: This book is a detailed, logically-developed treatment that covers the theory and uses of collective computational networks, including associative memory, feed forward networks, and unsupervised learning.