Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility

Computer Science

• Echo State Network 100%
• State Neural Network 100%
• Models 100%
• Particle Swarm Optimization 66%
• Specifications 50%
• Metaheuristics 33%
• Recurrent Neural Network 16%
• Financial Decision 16%
• Moving Average 16%
• Decision-Making 16%
• Artificial Neural Network 16%
• Design 16%
• Series Prediction 16%
• Prediction Model 16%
• Performance Metric 16%
• Reservoir Computing 16%
• Multilayer Perceptron 16%

Economics, Econometrics and Finance

• Stock Price 100%
• Returns Volatility 100%
• Volatility 33%
• Metaheuristics 33%
• Time Series Prediction 16%
• ARMA Model 16%
• Investors 16%
• Securities 16%
• Stock 16%
• Autoregressive Model 16%