An evolutionary approach to time series forecasting with artificial neural networks
In this paper an evolutionary approach to forecasting the stock market is tested and compared with backpropagation. An neuroevolutionary algorithm is implemented and backtested measuring returns and the normalized-mean-square-error for each algorithm on selected stocks from NASDAQ. The results are n...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
KTH, Skolan för datavetenskap och kommunikation (CSC)
2015
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168224 |