Evolutionary neural network for stock prediction and trading

In recent years, various intelligent techniques, such as neural networks (NNs) and genetic algorithms (GAs) have been applied to a large variety of applications in areas of stock market prediction, trading and investment. Numerous researches have been conducted in these areas by combining various co...

Full description

Saved in:
Bibliographic Details
Main Author: Zhang, Zhengchang.
Other Authors: Wang Lipo
Format: Final Year Project
Language:English
Published: 2011
Subjects:
Online Access:http://hdl.handle.net/10356/46412
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English
Description
Summary:In recent years, various intelligent techniques, such as neural networks (NNs) and genetic algorithms (GAs) have been applied to a large variety of applications in areas of stock market prediction, trading and investment. Numerous researches have been conducted in these areas by combining various computational techniques to develop intelligent or expert systems. Nonetheless, each computational technique has its own strengths and weaknesses. For example, genetic algorithms are good for optimization, but rather poor for knowledge representation; neural networks are good for learning ability and forecasting, but lack explanatory capability. As a result, a hybrid model is needed to extract knowledge from raw data and learn to adapt to a rapidly changing investment environment.