Prediction of stock market index based on ISSA-BP neural network

作者:

Highlights:

• Use the sine chaos model to initialize the sparrow population.

• Adaptive weights are added in the discoverer location update mode.

• Combining Gaussian mutation operator and reverse learning strategy.

• Use the ISSA to optimize the initial weight and threshold of BPNN.

摘要

•Use the sine chaos model to initialize the sparrow population.•Adaptive weights are added in the discoverer location update mode.•Combining Gaussian mutation operator and reverse learning strategy.•Use the ISSA to optimize the initial weight and threshold of BPNN.

论文关键词:Stock market,Sparrow search algorithm,BP neural network,Optimization algorithm

论文评审过程:Received 10 May 2021, Revised 20 April 2022, Accepted 15 May 2022, Available online 19 May 2022, Version of Record 22 May 2022.

论文官网地址:https://doi.org/10.1016/j.eswa.2022.117604