Adapting particle swarm optimization to stock markets

  title={Adapting particle swarm optimization to stock markets},
  author={Jovita Nenortaite and Rimvydas Simutis},
  journal={5th International Conference on Intelligent Systems Design and Applications (ISDA'05)},
The paper is focused on the development of intelligent decision-making model which is based on the application of artificial neural networks (ANN) and swarm intelligence algorithm. The proposed model generates one-step forward investment decisions. The ANN are used to make the analysis of historical stock returns and to calculate one day forward possible profit, which could be get while following the model proposed decisions concerning the purchase of the stocks. Subsequently the particle swarm… CONTINUE READING


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