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DOI: 10.14569/IJACSA.2012.030930
PDF

Improved Accuracy of PSO and DE using Normalization: an Application to Stock Price Prediction

Author 1: Savinderjit Kaur
Author 2: Veenu Mangat

International Journal of Advanced Computer Science and Applications(IJACSA), Volume 3 Issue 9, 2012.

  • Abstract and Keywords
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Abstract: Data Mining is being actively applied to stock market since 1980s. It has been used to predict stock prices, stock indexes, for portfolio management, trend detection and for developing recommender systems. The various algorithms which have been used for the same include ANN, SVM, ARIMA, GARCH etc. Different hybrid models have been developed by combining these algorithms with other algorithms like roughest, fuzzy logic, GA, PSO, DE, ACO etc. to improve the efficiency. This paper proposes DE-SVM model (Differential Evolution- Support vector Machine) for stock price prediction. DE has been used to select best free parameters combination for SVM to improve results. The paper also compares the results of prediction with the outputs of SVM alone and PSO-SVM model (Particle Swarm Optimization). The effect of normalization of data on the accuracy of prediction has also been studied.

Keywords: Differential evolution; Parameter optimization; Stock price prediction; Support vector Machines; Normalization.

Savinderjit Kaur and Veenu Mangat, “Improved Accuracy of PSO and DE using Normalization: an Application to Stock Price Prediction” International Journal of Advanced Computer Science and Applications(IJACSA), 3(9), 2012. http://dx.doi.org/10.14569/IJACSA.2012.030930

@article{Kaur2012,
title = {Improved Accuracy of PSO and DE using Normalization: an Application to Stock Price Prediction},
journal = {International Journal of Advanced Computer Science and Applications},
doi = {10.14569/IJACSA.2012.030930},
url = {http://dx.doi.org/10.14569/IJACSA.2012.030930},
year = {2012},
publisher = {The Science and Information Organization},
volume = {3},
number = {9},
author = {Savinderjit Kaur and Veenu Mangat}
}



Copyright Statement: This is an open access article licensed under a Creative Commons Attribution 4.0 International License, which permits unrestricted use, distribution, and reproduction in any medium, even commercially as long as the original work is properly cited.

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