An adaptive stock index trading decision support system

作者：

Highlights：

• The system provides an automated and adaptive model selection process.

• The system predicts the stock price direction, rather than the forecasted level.

• Particle swarm optimization is used to reduce computation time.

• Denoising is used to deal with stock market volatility.

摘要

•The system provides an automated and adaptive model selection process.•The system predicts the stock price direction, rather than the forecasted level.•Particle swarm optimization is used to reduce computation time.•Denoising is used to deal with stock market volatility.

论文关键词：Decision support system,Neural networks,Particle swarm optimization,Denoising,Adaptive stock selection,Direction prediction

论文评审过程：Received 11 February 2016, Revised 19 April 2016, Accepted 20 April 2016, Available online 25 April 2016, Version of Record 3 May 2016.

论文官网地址：https://doi.org/10.1016/j.eswa.2016.04.025