Integrating Harmony Search Algorithm and Deep Belief Network for Stock Price Prediction Model

Author(s):  
Lei Zhang ◽  
Xiangqian Ding ◽  
Ruichun Hou ◽  
Ye Tao
2021 ◽  
Vol 1 (1) ◽  
pp. 1
Author(s):  
Biju R. Mohan ◽  
Shaikh Sahil Ahmed ◽  
Mahesh Kankar ◽  
Nagaraj Naik

2014 ◽  
Vol 989-994 ◽  
pp. 1635-1640
Author(s):  
Hong Liu ◽  
Xiao Yan Lv

In view of the deficiency of the standard back-propagation algorithm based on steepest descent method, a new kind of optimization strategy called invasive weed optimization (IWO) algorithm is introduced into the training process of feed-forward neural networks, and then a prediction model based on IWO feed-forward neural network (IWO-NN) is given. By the dynamic adjustment of standard deviation of the distribution of offspring individuals in IWO, the local convergence speed of networks is improved and the defect of trapping into a local optimum is reduced. By the empirical study of stock price prediction in Sany Heavy Industry, the results show that this method has better global astringency, robustness, and it is insensitive to initial values.


Sign in / Sign up

Export Citation Format

Share Document