Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility
Gabriel Trierweiler Ribeiro, André Alves Portela Santos, Viviana Cocco Mariani, Leandro dos Santos Coelho
Topics & Concepts
Autoregressive integrated moving averageComputer scienceArtificial neural networkParticle swarm optimizationMean squared errorEcho state networkAutoregressive modelStock marketMultilayer perceptronVolatility (finance)Time seriesArtificial intelligenceEconometricsMachine learningRecurrent neural networkStatisticsMathematicsHorseBiologyPaleontologyNeural Networks and Reservoir ComputingStock Market Forecasting MethodsEnergy Load and Power Forecasting