Predicting stock trends through technical analysis and nearest neighbor classification
SMC'09 Proceedings of the 2009 IEEE international conference on Systems, Man and Cybernetics
Expert Systems with Applications: An International Journal
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This paper presents results of an approach to optimize architecture and weights of MLP Neural Networks, which is based on Particle Swarm Optimization with time-varying parameters and early stopping criteria. This approach was shown to achieve a good generalization control, as well as similar or better results than other techniques, but with a lower computational cost, with the ability to generate small networks and with the advantage of the automated architecture selection, which simplify the training process.