Abstract
The use of intelligent systems for stock market predictions has been widely established. In this paper, we investigate how the seemingly chaotic behavior of stock markets could be well-represented using ensemble of intelligent paradigms. To demonstrate the proposed technique, we considered Nasdaq-100 index of Nasdaq Stock MarketSM and the Samp;P CNX NIFTY stock index. The intelligent paradigms considered were an artificial neural network trained using Levenberg-Marquardt algorithm, support vector machine, Ta- kagi-Sugeno neuro-fuzzy model and a difference boosting neural network. The different paradigms were combined using two different ensemble approaches so as to optimize the performance by reducing the different error measures. The first approach is based on a direct error measure and the second method is based on an evolutionary algorithm to search the optimal linear combination of the different intelligent paradigms. Experimental results reveal that the ensemble techniques performed better than the individual methods and the direct ensemble approach seems to work well for the problem considered.
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Abraham, A., AuYeung, A. (2003). Integrating Ensemble of Intelligent Systems for Modeling Stock Indices. In: Mira, J., Álvarez, J.R. (eds) Artificial Neural Nets Problem Solving Methods. IWANN 2003. Lecture Notes in Computer Science, vol 2687. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-44869-1_98
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DOI: https://doi.org/10.1007/3-540-44869-1_98
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