Title :
Research on Neural Network Based on the Improved Adaptive Genetic Algorithm
Author :
Wu Xiao-qin ; Song Yin
Author_Institution :
Key Lab. of Network & Intell. Inf. Process., Hefei Univ., Hefei, China
Abstract :
Considering the problem of the local optimization in the adaptive genetic algorithm (AGA), this paper presents an improved adaptive genetic algorithm (IAGA) which can optimize the weights and thresholds of the neural network. A stock prediction system based on neural networks and fuzzy theory is designed. According to the analysis of the history data of the stock, the system predicts this stock´s market trend of the following days and makes the decision support for the investors on the stock´s market. The experimental results show that the proposed approach has high accuracy, strong stability and improved confidence.
Keywords :
genetic algorithms; neural nets; stock markets; adaptive genetic algorithm; fuzzy theory; neural network; stock market prediction; Algorithm design and analysis; Artificial neural networks; Biological cells; Encoding; Flowcharts; Genetic algorithms; Intelligent networks; Laboratories; Neural networks; Stock markets;
Conference_Titel :
Computational Intelligence and Software Engineering, 2009. CiSE 2009. International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-4507-3
Electronic_ISBN :
978-1-4244-4507-3
DOI :
10.1109/CISE.2009.5366112