A stock market forecasting model combining two-directional two-dimensional principal component analysis and radial basis function neural network.
In this paper, we propose and implement a hybrid model combining two-directional two-dimensional principal component analysis ((2D)2PCA) and a Radial Basis Function Neural Network (RBFNN) to forecast stock market behavior. First, 36 stock market technical variables are selected as the input features...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Public Library of Science (PLoS)
2015-01-01
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Series: | PLoS ONE |
Online Access: | https://doi.org/10.1371/journal.pone.0122385 |