Pattern extraction from financial time series based on neural networks

International Conference on Control and Automation

Volumn , Issue , 2003, Pages 511-515

  Gao, Dayong ^a   Kinouchi, Y ^a   Ito, K ^a   Zhao, Xueli ^b  

^a UNIVERSITY OF TOKUSHIMA   (Japan)

^b CLIN RESEARCH INSTITUTE OF MONTREAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL METHODS; DATA REDUCTION; FEATURE EXTRACTION; FINANCE; INPUT OUTPUT PROGRAMS; SET THEORY; TIME SERIES ANALYSIS;

FINANCIAL ANALYSIS; INPUT-OUTPUT SYSTEM; NONLINEAR NEURONS; WEIGHT VECTORS;

NEURAL NETWORKS;

EID: 24344508898     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (4)

1. Apostolos-Paul N. Refenes, A. Neil Burgess, and Yves Bentz, "Neural Networks in Financial Engineering: A Study in Methodology," IEEE Transactions on Neural Networks, 8-6, 1222-1267 (1997).
2. Haykin, S., Neural Network: A Comprehensive Foundation, Macmillan College Publishing Company (1994).
3. Rumelhart, D. E., Hinton, G. E., Williams, R. J., "Learning internal representation by error propagation," in Rumelhart, D. E., McClelland, J. L., and the PDP research group (Eds), parallel distributed processing, MIT press, Cambridge, MA, 318-362 (1986).
4. Fogel, D. B., "An Information Criterion for Optimum Neural Network Selection," IEEE Transactions on Neural Networks, 2-5, 490-497 (1991).