Comparative study of hybrid artificial neural network methods under stationary and nonstationary data in stock market
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Tarih
2019
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
John Wiley & Sons Ltd
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this study, a new methodology is proposed to automatically determine six parameters of artificial neural network using population-based metaheuristics. We considered following three issues: What is the effect of used metaheuristic on performance? Which parameters are mostly selected? Is there a difference between the forecasting results when using stationary or nonstationary dataset that are selected according to the augmented Dickey-Fuller test statistics? Based upon results of performance measures, proposed method leads to significant opportunities to forecast stock market more effectively. We also expect proposed methodology can provide remarkable advantages for other complex, dynamic, and nonlinear forecasting problems.
Açıklama
Anahtar Kelimeler
Kaynak
Managerial and Decision Economics
WoS Q Değeri
Q4
Scopus Q Değeri
Q2
Cilt
40
Sayı
4
