LSSVM-ABC Algorithm for Stock Price prediction
Journal Title: INTERNATIONAL JOURNAL OF COMPUTER TRENDS & TECHNOLOGY - Year 2014, Vol 7, Issue 2
Abstract
In this paper, Artificial Bee Colony (ABC) algorithm which inspired from the behavior of honey bees swarm is presented. ABC is a stochastic population-based evolutionary algorithm for problem solving. ABC algorithm, which is considered one of the most recently swarm intelligent techniques, is proposed to optimize least square support vector machine (LSSVM) to predict the daily stock prices. The proposed model is based on the study of stocks historical data, technical indicators and optimizing LSSVM with ABC algorithm. ABC selects best free parameters combination for LSSVM to avoid over-fitting and local minima problems and improve prediction accuracy. LSSVM optimized by Particle swarm optimization (PSO) algorithm, LSSVM, and ANN techniques are used for comparison with proposed model. Proposed model tested with twenty datasets representing different sectors in S&P 500 stock market. Results presented in this paper show that the proposed model has fast convergence speed, and it also achieves better accuracy than compared techniques in most cases.
Authors and Affiliations
Osman Hegazy , Omar S. Soliman , Mustafa Abdul Salam
Keywords
Related Articles
- EP ID EP99251
- DOI -
- Views 143
- Downloads 0
Statistical Anomaly Detection Technique for Real Time Datasets
Data mining is the technique of discovering patterns among data to analyze patterns or decision making predictions. Anomaly detection is the technique of identifying occurrences that deviate immensely from the large a...
Database Based Validation of Union of Two Multigranular Rough Sets
Most of the traditional tools for undertaking modeling, reasoning and other computing are found not only crisp but also highly deterministic and more precise in character which usually limits their applicability in real...
Survey on Weighted Frequent Pattern Mining
Data mining is the collection of techniques for the resourceful, automatic discovery of previously unknown, suitable, novel, helpful and understandable patterns in large databases. Frequent pattern mining has emerged as...
Energy Based Optimal Relaying in Heterogeneous Radio Access Networks
Due to recent trends in mobile communication system, much attention has be given to heterogeneous networks in which a mobile equipment is able to access multiple networks that are present in a locality. Here each random...
A Review on Impersonation Attack in Mobile Ad-Hoc Network
An ad hoc network is a collection of mobile nodes that dynamically form a temporary network and are capable of communicating with each other without the use of a network infrastructure or any centralized administration....