Artificial chemical reaction optimization based neural net for virtual data position exploration for efficient financial time series forecasting

Prediction of stock index remains a challenging task of the financial time series prediction process. Though different non-linear prediction models are in use, their prediction accuracy does not improve beyond certain level. In order to improve the forecasting accuracy, this paper proposes a chemica...

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Bibliographic Details
Main Authors: S.C. Nayak, B.B. Misra, H.S. Behera
Format: Article
Language:English
Published: Elsevier 2018-12-01
Series:Ain Shams Engineering Journal
Online Access:http://www.sciencedirect.com/science/article/pii/S2090447916301824