Stock market prediction of S&P 500 via combination of improved BCO approach and BP neural network

Authors:
Yudong Zhang;Lenan Wu
Affiliations:
School of Information Science and Engineering, Southeast University, Room 204, Jianxiong Yuan, Nanjing 210096, China;School of Information Science and Engineering, Southeast University, Room 204, Jianxiong Yuan, Nanjing 210096, China
Venue:
Expert Systems with Applications: An International Journal
Year:
2009

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Abstract

The paper proposed an improved bacterial chemotaxis optimization (IBCO), which is then integrated into the back propagation (BP) artificial neural network to develop an efficient forecasting model for prediction of various stock indices. Experiments show its better performance than other methods in learning ability and generalization.