期刊论文、会议论文

Xiao, Yi

英文

Proceedings of the 2012 5th International Conference on Business Intelligence and Financial Engineering, BIFE 2012

2012

15-19

International Conference on Business Intelligence and Financial Engineering

2012 Fifth international conference on business Intelligence and financial engineering

2012-08-18

Lanzhou, Gansu, China

[Xiao, Yi] Cent China Normal Univ, Dept Informat Management, Wuhan 430079, Peoples R China.^[Xiao, Ming] Cent China Normal Univ, Network Ctr, Wuhan 430079, Peoples R China.^[Zhao, Fuzhe] Cent China Normal Univ, Dept Comp Sci, Wuhan 430079, Peoples R China.

Natl Nat Sci Fdn, Chinese Acad Sci (CAS), Chinese Acad Sci (CAS), Acad Math & Syst Sci, City Univ Hong Kong, Coll Business, Beijing Univ Chem Technol, Sch Econ & Management, Chinese Acad Sci (CAS), Ctr Forecasting Sci (CEFS), Chinese Acad Sci (CAS), Key Lab Management, Decis & Informat Syst (MADIS), Changsha Univ Sci & Technol, Sch Econ & Management, Beijing Univ Chem Technol, Ctr Energy Chem Management, Beijing Zhongke Markway Educ Technol Ctr, Syst Engn Soc China, Beijing Operat Res Soc, Int Inst Decis Sci (IIDS), Syst Engn Soc China, Tech Comm Energy Chem Syst Engn, Operat Res Soc China, Tech Comm Decis Sci, Chinese Soc Management Modernizat, Tech Comm Management Sci & Engn, Syst Engn Soc China, Tech Comm Financial Syst Engn, Chinese Soc Management Modernizat, Tech Comm Business Intelligence, Chinese Soc Optimizat, Youth Branch, Overall Planning & Econ Math

Yu, L Zhang, G Wang, S

345 E 47TH ST, NEW YORK, NY 10017 USA

IEEE

978-0-7695-4750-3; 978-1-4673-2092-4

10.1109/BIFE.2012.143

Humanities and Social Sciences Youth Foundation of the Ministry of Education in China [11YJC870028]; Special Fund for Basic Scientific Research of Central Colleges [CCNU10A01031]

本校为第一且通讯机构

For financial investment, the problem that we often encounter is how to extract information hidden in the volatile and noise data and forecast it into future. This study proposes a novel three-stage neural-network-based nonlinear weighted ensemble model. In proposed model, three different types neural-network base models, i.e., Elman network, generalized regression neural network (GRNN) and wavelet neural network (WNN) are generated by three non-overlapping training sets, further, they are optimized by improved particle swarm optimization (IPSO) with adaptive nonlinear inertia weight and dynam...