Evolving neural networks for Hang Seng stock index forecast

Y. LIU, X. YAO

Research output: Book Chapters | Papers in Conference ProceedingsConference paper (refereed)Researchpeer-review

17 Citations (Scopus)

Abstract

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.
Original languageEnglish
Title of host publicationProceedings of the IEEE Conference on Evolutionary Computation, ICEC
Pages256-260
Number of pages5
Volume1
Publication statusPublished - 2001
Externally publishedYes

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