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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2022
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| Materias: | |
| 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 |