Stock market prediction of S&P 500 via combination of improved BCO approach and BP neural network
The paper proposed an improved bacterial chemotaxis optimization (IBCO), which is then integrated into the back propagation (BP) artificial neural network to develop an efficient forecasting model for prediction of various stock indices. Experiments show its better performance than other methods in learning ability and generalization.
bacterial chemotaxis optimization (bco) stock index prediction back propagation neural network (bpnn)