Multivariate time series prediction based on neural networks applied to stock market

Proceedings of the IEEE International Conference on Systems, Man and Cybernetics

Volumn 4, Issue , 2001, Pages 2680-

  Yang, Yiwen ^a   Liu, Guizhong ^a  

^a XI'AN JIAOTONG UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; INTELLIGENT CONTROL; NEURAL NETWORKS; WAVELET TRANSFORMS;

STOCK MARKETS;

TIME SERIES ANALYSIS;

EID: 0035722807     PISSN: 08843627     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (3)

1. Independent coordinates for strange attractors from mutual information
2. Determining embedding dimension for phase - Space reconstruction using a geometrical construction
3. Forecasting the behavior of multivariate time series using neural networks