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 Forecasting Stock Price Using Wavelet Neural Network Optimized by Directed Artificial Bee Colony Algorithm
Tác giả hoặc Nhóm tác giả: Thanh Tung Khuat, Quang Chanh Le, Bich Loan Nguyen, and My Hanh Le
Nơi đăng: Journal of Telecommunications and Information Technology (JTIT - indexed Scopus); Số: 2/2016;Từ->đến trang: 43-52;Năm: 2016
Lĩnh vực: Công nghệ thông tin; Loại: Bài báo khoa học; Thể loại: Quốc tế
TÓM TẮT
Stock prediction with data mining techniques is one of the most important issues in finance. This field has attracted great scientific interest and has become a crucial research area to provide a more precise prediction process. This study proposes an integrated approach where Haar wavelet transform and Artificial Neural Network optimized by Directed Artificial Bee Colony algorithm are combined for the stock price prediction. The proposed approach was tested on the historical price data collected from Yahoo Finance with different companies. Furthermore, the prediction result was found satisfactorily enough as a guide for traders and investors in making qualitative decisions
ABSTRACT
Stock prediction with data mining techniques is one of the most important issues in finance. This field has attracted great scientific interest and has become a crucial research area to provide a more precise prediction process. This study proposes an integrated approach where Haar wavelet transform and Artificial Neural Network optimized by Directed Artificial Bee Colony algorithm are combined for the stock price prediction. The proposed approach was tested on the historical price data collected from Yahoo Finance with different companies. Furthermore, the prediction result was found satisfactorily enough as a guide for traders and investors in making qualitative decisions
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