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Volumn 1, Issue , 2003, Pages 260-265

Forecasting Stock Index Increments Using Neural Networks with Trust Region Methods

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; FINANCE; OPTIMIZATION; PROBLEM SOLVING;

EID: 0141461721     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (33)

References (19)
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    • (1997) Journal of Business & Economic Statistics , vol.15 , Issue.1 , pp. 1-14
    • Abhyankar, A.1    Copeland, L.S.2    Wang, W.3
  • 3
    • 0000832680 scopus 로고
    • Stock performance modelling using neural networks: A comparative study with regression models
    • A.N. Refenes, A. Zapranis and G. Francies, "Stock performance modelling using neural networks: a comparative study with regression models", Neural Network, Vol. 5, pp. 961-970, 1994.
    • (1994) Neural Network , vol.5 , pp. 961-970
    • Refenes, A.N.1    Zapranis, A.2    Francies, G.3
  • 5
    • 0010915241 scopus 로고    scopus 로고
    • Forecasting Price Increments Using an Artificial Neural Network
    • Filippo Castiglione, "Forecasting Price Increments Using An Artificial Neural Network", Advances in Complex Systems, Vol. 4, No. 1, pp. 45-56, 2001
    • (2001) Advances in Complex Systems , vol.4 , Issue.1 , pp. 45-56
    • Castiglione, F.1
  • 6
    • 0141823289 scopus 로고    scopus 로고
    • Equity forecasting: A case study on the KLSE index
    • Neural Networks in Financial Engineering, Oct 1995. A.P N. Refenes, Y. Abu-Mostafa, J. Moody and A. Weigend, World Scientific
    • J.T. Yao and H.L. Poh, "Equity forecasting: a case study on the KLSE index", Neural Networks in Financial Engineering, Proceedings of the 3rd International Conference on Neural Networks in the Capital Markets, Oct 1995. A.P N. Refenes, Y. Abu-Mostafa, J. Moody and A. Weigend, World Scientific, pp. 341-353, 1996.
    • (1996) Proceedings of the 3rd International Conference on Neural Networks in the Capital Markets , pp. 341-353
    • Yao, J.T.1    Poh, H.L.2
  • 9
    • 0033436975 scopus 로고    scopus 로고
    • Trust region dogleg path algorithms for unconstrained minimization
    • Jianzhong Zhang and Chengxian Xu, "Trust region dogleg path algorithms for unconstrained minimization", Annals of Operations Research, vol. 87, pp. 407-418, 1999.
    • (1999) Annals of Operations Research , vol.87 , pp. 407-418
    • Zhang, J.1    Xu, C.2
  • 10
    • 0038853324 scopus 로고    scopus 로고
    • A Class of Indefinite Dogleg Path Methods for Unconstrained Minimization
    • Jianzhong Zhang and Chengxian Xu, "A Class of Indefinite Dogleg Path Methods for Unconstrained Minimization", SIAM Journal of Optimization, Vol. 9, No. 3, pp 646-667, 1999.
    • (1999) SIAM Journal of Optimization , vol.9 , Issue.3 , pp. 646-667
    • Zhang, J.1    Xu, C.2
  • 12
    • 0742303651 scopus 로고    scopus 로고
    • Parallel Nonlinear Optimization Techniques for Training Neural Networks
    • P.K.H. Phua and D. Ming, "Parallel Nonlinear Optimization Techniques for Training Neural Networks", Accepted for publication in the IEEE Transactions on Neural Networks.
    • IEEE Transactions on Neural Networks
    • Phua, P.K.H.1    Ming, D.2
  • 16
    • 0000558764 scopus 로고    scopus 로고
    • Graded forecasting using an array of bipolar predictions: Application of probabilistic neural networks to a stock market index
    • Steven H. Kim and Se Hak Chun, "Graded forecasting using an array of bipolar predictions: application of probabilistic neural networks to a stock market index", International Journal of Forecasting, vol. 14, pp. 323-337, 1998.
    • (1998) International Journal of Forecasting , vol.14 , pp. 323-337
    • Kim, S.H.1    Chun, S.H.2
  • 17
    • 0034894378 scopus 로고    scopus 로고
    • An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks
    • spring
    • Steven Walczak, "An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks", Journal of Management Information Systems, Vol. 17, No. 4, pp. 203-222, 2001, spring.
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    • Walczak, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.