期刊论文

Tang, Cheng(d2072006@ems.u-toyama.ac.jp)

英文

Expert Systems with Applications

0957-4174

2022

205

117637

10.1016/j.eswa.2022.117637

This work was supported by a project of the research foundation for the high-level talents introduction in Central South University of Forestry and Technology, China (No. 2018YJ048), the General Items of Hunan Philosophy and Social Science Foundation of China under Grant 20YBA260, the Changsha Natural Science Fund Project of China under Grant No. kq2202297, the National Natural Science Foundation of China (NSFC) under Grants 62106151 and a Project of the Guangdong Basic and Applied Basic Research Fund, China (No. 2019A1515111139).

本校为第一机构

Financial time series forecasting has been an attractive application of machine learning techniques because an advanced forecasting method can help to accurately predict price changes in markets and make good trading profits. In this study, an emerging machine learning approach, named the dendritic neuron model (DNM), is innovatively applied to forecast financial time series. To pursue better prediction performance, a novel scale-free differential evolution (SFDE) is defined as the training algorithm of the DNM, which can well control the balan...