DSpace Collection:http://localhost:8080/xmlui/handle/123456789/10632026-04-26T08:07:02Z2026-04-26T08:07:02ZRobust Prediction of Stock Indices using PSO based Adaptive Linear CombinerMajhi, RitanjaliPanda, G.Majhi, Babitahttp://localhost:8080/xmlui/handle/123456789/16682024-11-22T05:13:13Z2009-01-01T00:00:00ZTitle: Robust Prediction of Stock Indices using PSO based Adaptive Linear Combiner
Authors: Majhi, Ritanjali; Panda, G.; Majhi, Babita
Abstract: The present paper employs a particle swarm
optimization (PSO) based adaptive linear combiner for efficient
prediction of various stock indices in presence of strong outliers
in the training data. The connecting weights of the model are
updated by minimizing the Wilcoxon norm of the error vector
by PSO. The short and long term prediction performance of
the new model is evaluated with test data and the results
obtained are compared with those obtained from the
conventional PSO based model. It is in general observed that
the proposed model is computationally more efficient,
prediction wise more accurate and more robust against outliers
in training set compared to those obtained by standard PSO
based model.
Description: NITW2009-01-01T00:00:00Z