دورية أكاديمية
Deterministic Echo State Networks Based Stock Price Forecasting
| العنوان: | Deterministic Echo State Networks Based Stock Price Forecasting |
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| المؤلفون: | Jingpei Dan, Wenbo Guo, Weiren Shi, Bin Fang, Tingping Zhang |
| المصدر: | Abstract and Applied Analysis, Vol 2014 (2014) |
| بيانات النشر: | Hindawi Limited, 2014. |
| سنة النشر: | 2014 |
| المجموعة: | LCC:Mathematics |
| مصطلحات موضوعية: | Mathematics, QA1-939 |
| الوصف: | Echo state networks (ESNs), as efficient and powerful computational models for approximating nonlinear dynamical systems, have been successfully applied in financial time series forecasting. Reservoir constructions in standard ESNs rely on trials and errors in real applications due to a series of randomized model building stages. A novel form of ESN with deterministically constructed reservoir is competitive with standard ESN by minimal complexity and possibility of optimizations for ESN specifications. In this paper, forecasting performances of deterministic ESNs are investigated in stock price prediction applications. The experiment results on two benchmark datasets (Shanghai Composite Index and S&P500) demonstrate that deterministic ESNs outperform standard ESN in both accuracy and efficiency, which indicate the prospect of deterministic ESNs for financial prediction. |
| نوع الوثيقة: | article |
| وصف الملف: | electronic resource |
| اللغة: | English |
| تدمد: | 1085-3375 1687-0409 |
| Relation: | https://doaj.org/toc/1085-3375; https://doaj.org/toc/1687-0409 |
| DOI: | 10.1155/2014/137148 |
| URL الوصول: | https://doaj.org/article/e7ac25fd03b24eabb8337c0b418e2f70 |
| رقم الأكسشن: | edsdoj.7ac25fd03b24eabb8337c0b418e2f70 |
| قاعدة البيانات: | Directory of Open Access Journals |
Full Text Finder | تدمد: | 10853375 16870409 |
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| DOI: | 10.1155/2014/137148 |