This paper describes an evolutionary neural network approach to Hang Seng stock index forecast. In this approach, a feedforward neural network is evolved using an evolutionary programming algorithm. Both the weights and architectures (i.e., connectivity of the network) are evolved in the same evolutionary process. The network may grow as well as shrink. The experimental results show that the evolutionary neural network approach can produce very compact neural networks with good prediction.
|Title of host publication
|Proceedings of the IEEE Conference on Evolutionary Computation, ICEC
|Number of pages
|Published - 2001