标题:Stock index modeling using the system of differential equations
作者:Liao, Chuan Zhu ;Jiang, Ming Yan ;Yang, Bin ;Ben, Xian Ye
通讯作者:Jiang, M Y
作者机构:[Liao, Chuan Zhu ] Department of Electronic Engineering of Zhangzhou Institute of Technology, 363000 Zhangzhou, China;[Liao, Chuan Zhu ;Jiang, Ming Ya 更多
会议名称:International Conference on Vehicle and Mechanical Engineering and Information Technology, VMEIT 2014
会议日期:19 February 2014 through 20 February 2014
来源:Applied Mechanics and Materials
出版年:2014
卷:543-547
页码:4304-4307
DOI:10.4028/www.scientific.net/AMM.543-547.4304
关键词:Additive tree model; Artificial bee colony algorithm; Ordinary differential equation; Stock index
摘要:Stock index is an important financial problem, and very difficult to be modeled. In this paper, the system of ordinary differential equation (ODEs) is used to model the behavior of stock markets. The tree-structure based evolutionary algorithm and artificial bee colony algorithm (ABCA) are used to evolve the architecture and parameters of additive tree model for the system of ordinary differential equations. 4-year for NIFTY Index is used to test the performance of our model. The results reveal that the model could represent the stock index behavior very accurately than other intelligent system. © (2014) Trans Tech Publications, Switzerland.
收录类别:EI;SCOPUS
Scopus被引频次:1
资源类型:会议论文;期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-84898866547&doi=10.4028%2fwww.scientific.net%2fAMM.543-547.4304&partnerID=40&md5=41f9cb1ad4030c9bb070e88ba77eef89
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