A hybrid model integrating long short-term memory with adaptive genetic algorithm based on individual ranking for stock index prediction

Modeling and forecasting stock prices have been important financial research topics in academia. This study seeks to determine whether improvements can be achieved by forecasting a stock index using a hybrid model and incorporating financial variables. We extend the literature on stock market foreca...

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Detalles Bibliográficos
Autores principales: Zeng, Xiaohua, Cai, Jieping, Liang, Changzhou, Yuan, Chiping
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9385067/
https://www.ncbi.nlm.nih.gov/pubmed/35976906
http://dx.doi.org/10.1371/journal.pone.0272637

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9385067/
https://www.ncbi.nlm.nih.gov/pubmed/35976906
http://dx.doi.org/10.1371/journal.pone.0272637

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