Stock market index prediction based on reservoir computing models

作者：

Highlights：

• Reservoir computing models are proposed to predict seven stock market indices.

• Random, small-world, and scale-free network topologies are studied.

• Proposed models achieve competitive results compared to other deep learning models.

摘要

•Reservoir computing models are proposed to predict seven stock market indices.•Random, small-world, and scale-free network topologies are studied.•Proposed models achieve competitive results compared to other deep learning models.

论文关键词：Financial market prediction,Stock market index prediction,Financial time series,Reservoir computing,Deep learning

论文评审过程：Received 13 March 2020, Revised 27 February 2021, Accepted 8 April 2021, Available online 16 April 2021, Version of Record 1 May 2021.

论文官网地址：https://doi.org/10.1016/j.eswa.2021.115022