Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm

@article{Hsieh2011ForecastingSM,
  title={Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm},
  author={T. Hsieh and Hsiao-Fen Hsiao and W. Yeh},
  journal={Appl. Soft Comput.},
  year={2011},
  volume={11},
  pages={2510-2525}
}
  • T. Hsieh, Hsiao-Fen Hsiao, W. Yeh
  • Published 2011
  • Computer Science
  • Appl. Soft Comput.
    • This study presents an integrated system where wavelet transforms and recurrent neural network (RNN) based on artificial bee colony (abc) algorithm (called ABC-RNN) are combined for stock price forecasting. The system comprises three stages. First, the wavelet transform using the Haar wavelet is applied to decompose the stock price time series and thus eliminate noise. Second, the RNN, which has a simple architecture and uses numerous fundamental and technical indicators, is applied to… CONTINUE READING
    View via Publisher
    isiarticles.com
    284 Citations
    Highly Influential Citations
    16
    Background Citations
    49
    Methods Citations
    76
    Results Citations
    6
    284 Citations
    Citation Type

    Citation Type

    Prediction of Stock Market Price using Hybrid of Wavelet Transform and Artificial Neural Network
    • 19
    Intelligent Ensemble Forecasting System of Stock Market Fluctuations Based on Symetric and Asymetric Wavelet Functions
    • 15
    Computational Intelligence Approaches for Stock Price Forecasting
    • J. Wu, Chi-Jie Lu
    • Computer Science
    • 2012 International Symposium on Computer, Consumer and Control
    • 2012
    • 7
    Hybrid nonlinear adaptive scheme for stock market prediction using feedback FLANN and factor analysis
    • 29
    Forecasting Stock Price using Wavelet Neural Network Optimized by Directed Artificial Bee Colony Algorithm
    • 3
    • PDF
    Forecasting stock prices using a hybrid Artificial Bee Colony based neural network
    • 16
    Prediction of financial time series and its volatility using a hybrid dynamic neural network trained by sliding mode algorithm and differential evolution
    • 5
    Forecasting Tehran Price Index with Wavelet-based back propagation neural network
    International transmission of stock market movements: an adaptive neuro-fuzzy inference system for analysis of TAIEX forecasting
    • 21
    An integrated system based on fuzzy genetic algorithm and neural networks for stock price forecasting: Case study of price index of Tehran Stock Exchange
    • 3

    References

    SHOWING 1-10 OF 43 REFERENCES
    Fusion ANFIS models based on multi-stock volatility causality for TAIEX forecasting
    • 33
    Forecasting stock markets using wavelet transforms and recurrent neural networks
    • 3
    Wavelet networks: an alternative to classical neural networks
    • 20
    AN INVESTIGATION OF THE HYBRID FORECASTING MODELS FOR STOCK PRICE VARIATION IN TAIWAN
    • 40
    Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index
    • 415
    • PDF
    Granular neural web agents for stock prediction
    • 31
    • PDF
    Testing the Suitability of Wavelet Preprocessing for TSK Fuzzy Models
    • A. Popoola, K. Ahmad
    • Mathematics, Computer Science
    • 2006 IEEE International Conference on Fuzzy Systems
    • 2006
    • 13
    • PDF
    Weighted fuzzy time series models for TAIEX forecasting
    • 400
    A hybrid model by clustering and evolving fuzzy rules for sales decision supports in printed circuit board industry
    • 88
    • PDF
    A Comparison of Discriminant Analysis versus Artificial Neural Networks
    • 186