Research on investment portfolio model based on neural network and genetic algorithm in big data era
Abstract With the maturity of neural network theory, it provides new ideas and methods for the prediction and analysis of stock market investment. The purpose of this paper is to improve the accuracy of stock market investment prediction, we build neural network model and genetic algorithm model, st...
Main Authors: | Wei Zhou, Yuanjun Zhao, Weiwei Chen, Yanghui Liu, Rongjun Yang, Zheng Liu |
---|---|
Format: | Article |
Language: | English |
Published: |
SpringerOpen
2020-11-01
|
Series: | EURASIP Journal on Wireless Communications and Networking |
Subjects: | |
Online Access: | http://link.springer.com/article/10.1186/s13638-020-01850-x |
Similar Items
-
Dynamic Risk Assessment of the Overseas Oil and Gas Investment Environment in the Big Data Era
by: Xuqiang Duan, et al.
Published: (2021-03-01) -
Sustainable Investment in a Supply Chain in the Big Data Era: An Information Updating Approach
by: Yanping Cheng, et al.
Published: (2018-02-01) -
Resolving a portfolio optimization problem with investment timing through using the analytic hierarchy process, support vector regression and a genetic algorithm
by: Chih-Ming Hsu*
Published: (2018-01-01) -
Long-term portfolio investments: New insight into return and risk
by: Alexander Abramov, et al.
Published: (2015-09-01) -
Estimation of parameters of metal-oxide surge arrester models using Big Bang-Big Crunch and Hybrid Big Bang-Big Crunch algorithms
by: M.M Abravesh, et al.
Published: (2016-07-01)