AN ICA design of intraday stock prediction models with automatic variable selection

IEEE International Conference on Neural Networks - Conference Proceedings

Volumn 3, Issue , 2004, Pages 2135-2140

  Mok, P Y ^a   Lam, K P ^a   Ng, H S ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Independent component analysis; Linear regression; Neural Network

Indexed keywords

INTRADAY DATA; LINEAR REGRESSION; PREDICTION MODEL; STOCK DATA;

ALGORITHMS; COMPUTER SIMULATION; CORRELATION METHODS; MATHEMATICAL TRANSFORMATIONS; NEURAL NETWORKS; PRINCIPAL COMPONENT ANALYSIS; REGRESSION ANALYSIS;

INDEPENDENT COMPONENT ANALYSIS;

EID: 10844276410     PISSN: 10987576     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IJCNN.2004.1380947     Document Type: Conference Paper

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