Title:

Forecasting Stock Price using Wavelet Neural Network Optimized by Directed Arti ficial Bee Colony Algorithm, Journal of Telecommunications and Information Technology, 2016, nr 2

Creator:

Khuat, Thanh Tung ; Le, Quang Chanh ; Le, My Hanh ; Nguyen, Bich Loan

Subject and Keywords:

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

Description:

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.

Publisher:

National Institute of Telecommunications

Date:

2016, nr 2

Resource Type:

artykuł

Format:

application/pdf

Resource Identifier:

ISSN 1509-4553, on-line: ISSN 1899-8852

Source:

Journal of Telecommunications and Information Technology

Language:

ang

Rights Management:

Biblioteka Naukowa Instytutu Łączności