Adopting a dendritic neural model for predicting stock price index movement

作者：

Highlights：

• An emerging DNM is innovatively applied to financial time series forecasting.

• A specially designed SFDE algorithm is proposed to optimize the DNM.

• The SFDE adopts a scale-free network to guide the search process.

• The DNM-SFDE provides better performances than other common prediction models.

摘要

•An emerging DNM is innovatively applied to financial time series forecasting.•A specially designed SFDE algorithm is proposed to optimize the DNM.•The SFDE adopts a scale-free network to guide the search process.•The DNM-SFDE provides better performances than other common prediction models.

论文关键词：Financial time series,Prediction,Dendritic neural network,Differential evolution,Scale-free networks

论文评审过程：Received 13 July 2021, Revised 23 May 2022, Accepted 26 May 2022, Available online 3 June 2022, Version of Record 8 June 2022.

论文官网地址：https://doi.org/10.1016/j.eswa.2022.117637