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On The Development And Performance Evaluation Of A Multiobjective GA-based RBF Adaptive Model For The Prediction Of Stock Indices

المصدر: مجلة جامعة الملك سعود - علوم الحاسب والمعلومات
الناشر: جامعة الملك سعود
المؤلف الرئيسي: Majhi, Babita (Author)
مؤلفين آخرين: Rout, Minakhi (Co-Author) , Baghel, Vikas (Co-Author)
المجلد/العدد: مج26, ع3
محكمة: نعم
الدولة: السعودية
التاريخ الميلادي: 2014
الصفحات: 319 - 331
DOI: 10.33948/0584-026-003-007
ISSN: 1319-1578
رقم MD: 973158
نوع المحتوى: بحوث ومقالات
اللغة: الإنجليزية
قواعد المعلومات: science
مواضيع:
كلمات المؤلف المفتاحية:
Multi Objective Optimization | Radial Basis Function (RBF) | Fuzzy Decision Making
رابط المحتوى:
صورة الغلاف QR قانون
حفظ في:
LEADER 02208nam a22002537a 4500
001 1716057
024 |3 10.33948/0584-026-003-007 
041 |a eng 
044 |b السعودية 
100 |a Majhi, Babita  |e Author  |9 524569 
245 |a On The Development And Performance Evaluation Of A Multiobjective GA-based RBF Adaptive Model For The Prediction Of Stock Indices 
260 |b جامعة الملك سعود  |c 2014 
300 |a 319 - 331 
336 |a بحوث ومقالات  |b Article 
520 |b This paper develops and assesses the performance of a hybrid prediction model using a radial basis function neural network and non-dominated sorting multiobjective genetic algorithm- II (NSGA-II) for various stock market forecasts. The proposed technique simultaneously optimizes two mutually conflicting objectives: the structure (the number of centers in the hidden layer) and the output mean square error (MSE) of the model. The best compromised non-dominated solution-based model was determined from the optimal Pareto front using fuzzy set theory. The performances of this model were evaluated in terms of four different measures using Standard and Poor 500 (S&P500) and Dow Jones Industrial Average (DJIA) stock data. The results of the simulation of the new model demonstrate a prediction performance superior to that of the conventional radial basis function (RBF)-based forecasting model in terms of the mean average percentage error (MAPE), directional accuracy (DA), Thelis’ U and average relative variance (ARV) values. 
653 |a الشبكات العصبية  |a السلاسل الزمنية  |a أسعار الأسهم 
692 |b Multi Objective Optimization  |b Radial Basis Function (RBF)  |b Fuzzy Decision Making 
700 |9 524568  |a Rout, Minakhi  |e Co-Author 
700 |9 524693  |a Baghel, Vikas  |e Co-Author 
773 |c 007  |e Journal of King Saud University (Computer and Information Sciences)  |f Maǧalaẗ ǧamʼaẗ al-malīk Saud : ùlm al-ḥasib wa al-maʼlumat  |l 003  |m مج26, ع3  |o 0584  |s مجلة جامعة الملك سعود - علوم الحاسب والمعلومات  |v 026  |x 1319-1578 
856 |u 0584-026-003-007.pdf 
930 |d y  |p y 
995 |a science 
999 |c 973158  |d 973158