In order
to solve the problems of uncertainty, discontinuity, randomness and
nonlinearity in stock price
forecasting, a TRSSA-ELM ( Tent Random Walk Sparrow Optimization Algorithm-Extreme
Learning Machine)
stock price forecasting model is proposed. Firstly, adaptive Tent chaotic
mapping and random walk strategy
are used to improve the algorithm, which enhances the diversity and randomness
of the population and improves
the local and global optimization ability of the algorithm. Secondly, the
performance of TRSSA( Tent Random
Walk Sparrow Optimization Algorithm) is verified by using single peak, multi-peak
and fixed multi-peak
test
functions. Compared to SSA( Sparrow Optimization Algorithm), AO( Aquila
Optimizer), POA( Pelican Optimization
Algorithm) and GWO(Grey Wolf Optimizer), TRSSA algorithm has better convergence
speed, accuracy
and statistical properties. Finally, because the ELM ( Extreme Learning
Machine) model randomly generates
weights and thresholds, which reduces the prediction accuracy and
generalization ability, TRSSA algorithm
is applied to optimize the weights and thresholds of the ELM model, and the
TRSSA-ELM model is tested
in Sanan Optoelectronic stock data set. The experimental results show that
TRSSA-ELM model has better prediction
accuracy and stability than SSA-ELM, ELM, SVR(Support Vector Regression) and
GBDT(Gradient Boosting
Decision Tree).