Stock prices forecasting based on wavelet neural networks with PSO

This research examines the forecasting performance of wavelet neural network (WNN) model using published stock data obtained from Financial Times Stock Exchange (FTSE) Taiwan Stock Exchange (TWSE) 50 index, also known as Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX), hereinafter...

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Bibliographic Details
Main Authors: Wang Kai-Cheng, Yang Chi-I, Chang Kuei-Fang
Format: Article
Language:English
Published: EDP Sciences 2017-01-01
Series:MATEC Web of Conferences
Online Access:https://doi.org/10.1051/matecconf/201711901029