Hybrid methods for stock index modeling

Lecture Notes in Artificial Intelligence (Subseries of Lecture Notes in Computer Science)

Volumn 3614, Issue PART II, 2005, Pages 1067-1070

  Chen, Yuehui ^a   Abraham, Ajith ^b   Yang, Ju ^a   Yang, Bo ^a  

^a UNIVERSITY OF JINAN   (China)

^b Chung Ang University   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; ARTIFICIAL INTELLIGENCE; CHAOS THEORY; COMPUTER SCIENCE; FORECASTING; FUZZY SETS; INDEXING (OF INFORMATION); INFORMATION TECHNOLOGY; MATHEMATICAL MODELS; OPTIMIZATION;

FORECAST MODELS; HYBRID METHODS; PARTICLE SWARM OPTIMIZATION; STOCK INDEX MODELING;

INVENTORY CONTROL;

EID: 26944458095     PISSN: 03029743     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (6)

1. Abraham A., Philip N.S., and Saratchandran P.: Modeling Chaotic Behavior of Stock Indices Using Intelligent Paradigms, International Journal of Neural, Parallel and Scientific Computations, USA, Volume 11, Issue (1,2), (2003)143-160.
2. Leigh W., Modani N., Purvis R. and Roberts T.: Stock market trading rule discovery using technical charting heuristics, Expert Systems with Applications 23(2), (2002)155-159.
3. Leigh W., Purvis R. and Ragusa J.M.: Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support, Decision Support Systems 32(4),(2002)361-377.
4. SM: http://www.nasdaq.com
5. National Stock Exchange of India Limited: http://www.nse-india.com
6. Chen Y., Yang B. and Dong J.: Automatic Design of Hierarchical TS-FS Models using Ant Programming and PSO algorithm, LNCS, 3192, (2004)285-294.