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Volumn 3681 LNAI, Issue , 2005, Pages 34-40

Applying two-stage XCS model on global overnight effect for local stock prediction

Author keywords

[No Author keywords available]

Indexed keywords

ARTIFICIAL INTELLIGENCE; LEARNING SYSTEMS; MARKETING; MATHEMATICAL MODELS;

EID: 33745309897     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11552413_6     Document Type: Conference Paper
Times cited : (2)

References (14)
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    • Chan, K, Chan, K.C., Karolyi, G.A.: Intraday Volatility in the Stock Index and Stock Index Futures Markets. Review of Financial Studies. 5 (1991) 657-684.
    • (1991) Review of Financial Studies , vol.5 , pp. 657-684
    • Chan, K.1    Chan, K.C.2    Karolyi, G.A.3
  • 3
    • 0034410331 scopus 로고    scopus 로고
    • Overnight information and intraday trading behavior: Evidence from NYSE cross-listed stocks and their local market information
    • Chan, K., Chockalingam, M., Lai, K.: Overnight Information and Intraday Trading Behavior: Evidence from NYSE Cross-listed Stocks and Their Local Market Information. J. of Multinational Financial Management. 10 (2000) 495-509.
    • (2000) J. of Multinational Financial Management , vol.10 , pp. 495-509
    • Chan, K.1    Chockalingam, M.2    Lai, K.3
  • 5
    • 33745295563 scopus 로고    scopus 로고
    • Modeling Taiwan stock market and international linkages
    • Department of Finance, National Taiwan University, Taiwan
    • Chou, L., Wu, C.S.: Modeling Taiwan Stock Market and International Linkages. NTU Int. Conf. on Finance. Department of Finance, National Taiwan University, Taiwan. (1998).
    • (1998) NTU Int. Conf. on Finance
    • Chou, L.1    Wu, C.S.2
  • 8
    • 0005482588 scopus 로고    scopus 로고
    • Causality and cointegration of stock market among the United States, Japan, and the South China growth triangle
    • Huang, B.N., Yang, C.W., Hu, W.S.: Causality and Cointegration of Stock Market among the United States, Japan, and the South China Growth Triangle. Int. Review of Financial Analysis. 9-3 (2000) 281-297.
    • (2000) Int. Review of Financial Analysis , vol.9 , Issue.3 , pp. 281-297
    • Huang, B.N.1    Yang, C.W.2    Hu, W.S.3
  • 9
    • 0000746883 scopus 로고
    • Escape brittleness: The possibilities of general purpose learning algorithms applied to parallel rule-based systems
    • Holland, J.: Escape Brittleness: the Possibilities of General Purpose Learning Algorithms Applied to Parallel Rule-based Systems. Machine Learning, An Artificial Intelligence Approach, Vol. 2, (1986) 593-623.
    • (1986) Machine Learning, An Artificial Intelligence Approach , vol.2 , pp. 593-623
    • Holland, J.1
  • 10
    • 0004199321 scopus 로고    scopus 로고
    • Evolving optimal populations with XCS classifiers systems
    • School of Computer Science, University of Birmingham, UK
    • Kovacs, T.: Evolving Optimal Populations with XCS Classifiers Systems. Technical Report CSR-96-17, School of Computer Science, University of Birmingham, UK. (1996).
    • (1996) Technical Report , vol.CSR-96-17
    • Kovacs, T.1
  • 11
    • 11144344213 scopus 로고    scopus 로고
    • Using learning classifier system for making investment strategies based on institutional analysis
    • Lin, J.Y., Cheng, C.P., Tsai, W.C., Chen A.P.: Using Learning Classifier System for Making Investment Strategies Based on Institutional Analysis. Proc. of AIA 2004. 765-769.
    • Proc. of AIA 2004 , pp. 765-769
    • Lin, J.Y.1    Cheng, C.P.2    Tsai, W.C.3    Chen, A.P.4
  • 14
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    • Classifier fitness based on accuracy
    • Wilson, S.: Classifier Fitness Based on Accuracy. Evolutionary Computation. 3 (1995) 149-175.
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    • Wilson, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.