Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/12703
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Al-Hnaity, B | - |
dc.contributor.author | Abbod, M | - |
dc.date.accessioned | 2016-06-02T11:18:19Z | - |
dc.date.available | 2015-11-16 | - |
dc.date.available | 2016-06-02T11:18:19Z | - |
dc.date.issued | 2015 | - |
dc.identifier.citation | 2015 European Control Conference, ECC 2015, pp. 3021 - 3028, Linz, Austria, (15 -17 July 2015) | en_US |
dc.identifier.isbn | 9783952426937 | - |
dc.identifier.uri | http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7330997 | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/12703 | - |
dc.description.abstract | Prediction stock price is considered the most challenging and important financial topic. Thus, its complexity, nonlinearity and much other characteristic, single method could not optimize a good result. Hence, this paper proposes a hybrid ensemble model based on BP neural network and EEMD to predict FTSE100 closing price. In this paper there are five hybrid prediction models, EEMD-NN, EEMD-Bagging-NN, EEMD-Cross validation-NN, EEMD-CV-Bagging-NN and EEMD-NN-Proposed method. Experimental result shows that EEMD-Bagging-NN, EEMD-Cross validation-NN and EEMD-CV-Bagging-NN models performance are a notch above EEMD-NN and significantly higher than the single-NN model. In addition, EEMD-NN-Proposed method prediction performance superiority is demonstrated comparing with the all presented model in this paper, and was feasible and effective in prediction FTSE100 closing price. As a result of the significant performance of the proposed method, the method can be utilized to predict other financial time series data. | en_US |
dc.format.extent | 3021 - 3028 | - |
dc.language.iso | en | en_US |
dc.publisher | IEEE | en_US |
dc.subject | Artificial neural network | en_US |
dc.subject | Hybrid ensemble model | en_US |
dc.subject | BP | en_US |
dc.subject | EEMD | en_US |
dc.subject | FTSE100 | en_US |
dc.title | A novel hybrid ensemble model to predict FTSE100 index by combining neural network and EEMD | en_US |
dc.type | Conference Paper | en_US |
dc.identifier.doi | http://dx.doi.org/10.1109/ECC.2015.7330997 | - |
dc.relation.isPartOf | 2015 European Control Conference, ECC 2015 | - |
pubs.publication-status | Published | - |
Appears in Collections: | Dept of Electronic and Electrical Engineering Research Papers |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Fulltext.pdf | 848.11 kB | Adobe PDF | View/Open |
Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.