Forecasting Stock Price using Wavelet Neural Network Optimized by Directed Artificial Bee Colony Algorithm

• Autorzy: Khuat T. T. , Le Q. C. , Nguyen B. L. , Le M. H.
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

Artificial Bee Colony algorithm; Artificial Neural Network; back-propagation algorithm; stock price forecasting; wavelet transform

• Wydawca: Instytut Łączności - Państwowy Instytut Badawczy
• Czasopismo: Journal of Telecommunications and Information Technology
• Rocznik: 2016
• Tom: nr 2
• Strony: 43--52
• Opis fizyczny: Bibliogr. 23 poz., rys., tab.

Twórcy

autor

Khuat T. T.

• The University of Danang, University of Science and Technology, 54 Nguyen Luong Bang, Lien Chieu, Danang, Vietnam

autor

Le Q. C.

• The University of Danang, University of Science and Technology, 54 Nguyen Luong Bang, Lien Chieu, Danang, Vietnam

autor

Nguyen B. L.

• The University of Danang, University of Science and Technology, 54 Nguyen Luong Bang, Lien Chieu, Danang, Vietnam

autor

Le M. H.

• The University of Danang, University of Science and Technology, 54 Nguyen Luong Bang, Lien Chieu, Danang, Vietnam

Bibliografia

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