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Cooperative coevolution of feed forward neural networks for financial time series problem

Chand, Shelvin and Chandra, Rohitash (2014) Cooperative coevolution of feed forward neural networks for financial time series problem. [Conference Proceedings] (Unpublished)

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    Abstract

    Intelligent financial prediction systems guide investors in making good investments. Investors are continuously on the hunt for better financial prediction systems. Neural networks have shown good results in the area of financial prediction. Cooperative coevolution is an evolutionary computation method that decomposes the problem into subcomponents and has shown promising results for training neural networks. This paper presents a computational intelligence framework for financial prediction where cooperative coevolutionary feedforward neural networks are used for predicting closing market prices for companies listed on the NASDAQ stock exchange. Problem decomposition is an important step in cooperative coevolution that affects its performance. Synapse and Neuron level are the main problem decomposition methods in cooperative coevolution. These two methods are used for training neural networks on the given financial prediction problem. The results show that Neuron level problem decomposition gives better performance in general. A prototype of a mobile application is also given for investors that can be used on their Android devices.

    Item Type: Conference Proceedings
    Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
    Divisions: Faculty of Science, Technology and Environment (FSTE) > School of Computing, Information and Mathematical Sciences
    Depositing User: Rohitash Chandra
    Date Deposited: 27 May 2014 09:09
    Last Modified: 05 May 2016 09:26
    URI: http://repository.usp.ac.fj/id/eprint/7361
    UNSPECIFIED

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