An application on forecasting for stock market prices: hybrid of some metaheuristic algorithms with multivariate adaptive regression splines
International Journal of Intelligent Computing and Cybernetics, 2023•emerald.com
Purpose Borsa Istanbul 100 Index, known as BIST100, is the main indicator to measure the
performance of the 100 highest stocks publicly traded in Borsa Istanbul concerning market
and trading volume. BIST 100 index prediction is a popular research domain for its complex
data structure caused by stock price, commodity, interest rate and exchange rate effects. The
study proposed hybrid models using both Genetic, Particle Swarm Optimization, Harmony
Search and Greedy algorithms from metaheuristic algorithms approach for dimension …
performance of the 100 highest stocks publicly traded in Borsa Istanbul concerning market
and trading volume. BIST 100 index prediction is a popular research domain for its complex
data structure caused by stock price, commodity, interest rate and exchange rate effects. The
study proposed hybrid models using both Genetic, Particle Swarm Optimization, Harmony
Search and Greedy algorithms from metaheuristic algorithms approach for dimension …
Abstract
Purpose
Borsa Istanbul 100 Index, known as BIST100, is the main indicator to measure the performance of the 100 highest stocks publicly traded in Borsa Istanbul concerning market and trading volume. BIST 100 index prediction is a popular research domain for its complex data structure caused by stock price, commodity, interest rate and exchange rate effects. The study proposed hybrid models using both Genetic, Particle Swarm Optimization, Harmony Search and Greedy algorithms from metaheuristic algorithms approach for dimension reduction, and MARS for prediction.
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