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相关论文: LSSVM-ABC Algorithm for Stock Price prediction

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This paper is about predicting the movement of stock consist of S&P 500 index. Historically there are many approaches have been tried using various methods to predict the stock movement and being used in the market currently for algorithm…

计算机视觉与模式识别 · 计算机科学 2026-05-01 Rahul Gupta

Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…

统计方法学 · 统计学 2015-06-08 Yan Zhou , Adam M Johansen , John A D Aston

We derive the optimal proposal density for Approximate Bayesian Computation (ABC) using Sequential Monte Carlo (SMC) (or Population Monte Carlo, PMC). The criterion for optimality is that the SMC/PMC-ABC sampler maximise the effective…

统计理论 · 数学 2018-08-21 Justin Alsing , Benjamin D. Wandelt , Stephen M. Feeney

Approximate Bayesian Computation (ABC) enables statistical inference in simulator-based models whose likelihoods are difficult to calculate but easy to simulate from. ABC constructs a kernel-type approximation to the posterior distribution…

统计方法学 · 统计学 2022-12-02 Yuexi Wang , Tetsuya Kaji , Veronika Ročková

The swarm intelligence of animals is a natural paradigm to apply to optimization problems. Ant colony, bee colony, firefly and bat algorithms are amongst those that have been demonstrated to efficiently to optimize complex constraints. This…

神经与进化计算 · 计算机科学 2014-01-07 Videh Seksaria

One of the pillars to build a country's economy is the stock market. Over the years, people are investing in stock markets to earn as much profit as possible from the amount of money that they possess. Hence, it is vital to have a…

统计金融 · 定量金融 2022-03-17 Ishu Gupta , Tarun Kumar Madan , Sukhman Singh , Ashutosh Kumar Singh

Business optimization is becoming increasingly important because all business activities aim to maximize the profit and performance of products and services, under limited resources and appropriate constraints. Recent developments in…

最优化与控制 · 数学 2012-03-30 Xin-She Yang , Suash Deb , Simon Fong

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

计算工程、金融与科学 · 计算机科学 2025-05-09 Rajneesh Chaudhary

Approximate Bayesian Computation (ABC) methods have gained in their popularity over the last decade because they expand the horizon of Bayesian parameter inference methods to the range of models for which only forward simulation is…

统计计算 · 统计学 2016-08-05 Majid K. Vakilzadeh , James L. Beck , Thomas Abrahamsson

Understanding how genetically encoded rules drive and guide complex neuronal growth processes is essential to comprehending the brain's architecture, and agent-based models (ABMs) offer a powerful simulation approach to further develop this…

计算工程、金融与科学 · 计算机科学 2024-05-24 Tobias Duswald , Lukas Breitwieser , Thomas Thorne , Barbara Wohlmuth , Roman Bauer

Approximate Bayesian computation (ABC) is a simulation-based likelihood-free method applicable to both model selection and parameter estimation. ABC parameter estimation requires the ability to forward simulate datasets from a candidate…

统计方法学 · 统计学 2020-11-10 Louis Raynal , Sixing Chen , Antonietta Mira , Jukka-Pekka Onnela

This article discusses the integration of the Artificial Bee Colony (ABC) algorithm with two supervised learning methods, namely Artificial Neural Networks (ANNs) and Adaptive Network-based Fuzzy Inference System (ANFIS), for feature…

系统与控制 · 电气工程与系统科学 2025-01-14 Amir Pouya Masoumi , Leo Creedon , Ramen Ghosh , Nimra Munir , Ross McMorrow , Marion McAfee

The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…

统计计算 · 统计学 2012-10-12 Daniel Silk , Saran Filippi , Michael P. H. Stumpf

Approximate Bayesian computation (ABC) performs statistical inference for otherwise intractable probability models by accepting parameter proposals when corresponding simulated datasets are sufficiently close to the observations. Producing…

统计计算 · 统计学 2014-12-05 Dennis Prangle

The prediction of stock prices is an important task in economics, investment and making financial decisions. This has, for decades, spurred the interest of many researchers to make focused contributions to the design of accurate stock price…

统计金融 · 定量金融 2020-06-08 Bradley J. Pillay , Absalom E. Ezugwu

Now the Meta-Heuristic algorithms have been used vastly in solving the problem of continuous optimization. In this paper the Artificial Bee Colony (ABC) algorithm and the Firefly Algorithm (FA) are valuated. And for presenting the…

神经与进化计算 · 计算机科学 2013-10-31 Seyyed Reza Khaze , Isa maleki , Sohrab Hojjatkhah , Ali Bagherinia

Financial forecasting is an estimation of future financial outcomes for a company, industry, country using historical internal accounting and sales data. We may predict the future outcome of BSE_SENSEX practically by some soft computing…

神经与进化计算 · 计算机科学 2015-03-11 S. Gopal Krishna Patro , Pragyan Parimita Sahoo , Ipsita Panda , Kishore Kumar Sahu

A large number of experimental data shows that Support Vector Machine (SVM) algorithm has obvious advantages in text classification, handwriting recognition, image classification, bioinformatics, and some other fields. To some degree, the…

神经与进化计算 · 计算机科学 2014-05-21 Chao Zhang , Hong-cen Mei , Hao Yang

This research proposes a cutting-edge ensemble deep learning framework for stock price prediction by combining three advanced neural network architectures: The particular areas of interest for the research include but are not limited to:…

计算金融 · 定量金融 2025-03-31 Anindya Sarkar , G. Vadivu

Controlled branching processes are stochastic growth population models in which the number of individuals with reproductive capacity in each generation is controlled by a random control function. The purpose of this work is to examine the…

统计方法学 · 统计学 2019-07-03 M. González , R. Martínez , C. Minuesa , I. del Puerto