Forecasting stock indices using radial basis function neural networks optimized by artificial fish swarm algorithm

• Published in: Knowledge-based systems Vol. 24; no. 3; pp. 378 - 385
• Main Authors: Shen, Wei, Guo, Xiaopen, Wu, Chao, Wu, Desheng
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.04.2011
• Subjects: Artificial fish swarm algorithm; Data mining; K-means clustering algorithm; Radial basis function neural network; Shanghai Stock Exchange Index; K-means clustering algorithm; Shanghai Stock Exchange Index; Artificial fish swarm algorithm; Data mining; Radial basis function neural network
• ISSN: 0950-7051; 1872-7409
• DOI: 10.1016/j.knosys.2010.11.001

Stock index forecasting is a hot issue in the financial arena. As the movements of stock indices are non-linear and subject to many internal and external factors, they pose a great challenge to researchers who try to predict them. In this paper, we select a radial basis function neural network (RBFN...