Comparison of the Performance of Two Neural Network Models with Parameter Optimization for the Prediction of the Bancolombia Share Price

被引：0

作者：

Castillo Amaya, Juan Sebastian ^{[1
]}

Ramirez Villamil, Juan Pablo ^{[1
]}

Gaona Barrera, Andres Eduardo ^{[1
]}

机构：

[1] Univ Francisco Jose Caldas, Lab Automat & Inteligencia Computac, Bogota, Colombia

来源：

APPLICATIONS OF COMPUTATIONAL INTELLIGENCE, COLCACI 2022 | 2023年 / 1746卷

关键词：

NARX; Forecast; Heuristics; ALGORITHM;

D O I：

10.1007/978-3-031-29783-0_7

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

The following article explores the characteristics of a NARX neural network, which is used to predict the time series of Bancolombia's stock. The search for the best characteristics of the network is carried out with a heuristic model, which uses a genetic algorithm to vary the different parameters of the network, the solutions explored are 5000 in each independent experiment, out of a total of 15 independent experiments that reduces the probability of falling into local minima.

引用

页码：99 / 128

页数：30

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