Using Genetic Algorithms to Support Artificial Neural Networks for the Prediction of the Korea stock Price Index

This paper compares four models of artificial neural networks (ANN) supported by genetic algorithms the prediction of stock price index. Previous research proposed many hybrid models of ANN and genetic algorithms(GA) in order to train the network, to select the feature subsets, and to optimize the network topologies. Most these studies, however, only used GA to improve a part of architectural factors of ANN. In this paper, GA simultaneously optimized multiple factors of ANN. Experimental results show that GA approach to simultaneous optimization for ANN (SOGANN3) outperforms the other approaches.