Stock Index Modeling Using the System of Differential Equations

Chuan Zhu Liao; Ming Yan Jiang; Bin Yang; Xian Ye Ben

doi:10.4028/www.scientific.net/AMM.543-547.4304

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 543-547Stock Index Modeling Using the System of...

Stock Index Modeling Using the System of Differential Equations

Abstract:

Stock index is an important financial problem, and very difficult to be modeled. In this paper, the system of ordinary differential equation (ODEs) is used to model the behavior of stock markets. The tree-structure based evolutionary algorithm and artificial bee colony algorithm (ABCA) are used to evolve the architecture and parameters of additive tree model for the system of ordinary differential equations. 4-year for NIFTY Index is used to test the performance of our model. The results reveal that the model could represent the stock index behavior very accurately than other intelligent system.

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Periodical:

Applied Mechanics and Materials (Volumes 543-547)

Pages:

4304-4307

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.543-547.4304

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Online since:

March 2014

Authors:

Chuan Zhu Liao, Ming Yan Jiang*, Bin Yang, Xian Ye Ben

Keywords:

Additive Tree Model, Artificial Bee Colony Algorithm, Ordinary Differential Equation, Stock Index

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