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Volumn 3994 LNCS - IV, Issue , 2006, Pages 308-315

A new computational method of input selection for stock market forecasting with neural networks

Author keywords

[No Author keywords available]

Indexed keywords

MARKETING; NEURAL NETWORKS; TIME SERIES ANALYSIS;

EID: 33746606018     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11758549_46     Document Type: Conference Paper
Times cited : (16)

References (11)
  • 3
    • 13544267510 scopus 로고    scopus 로고
    • Forecasting stock market movement direction with support vector machine
    • Huang, W., Nakamori, Y. & Wang, S.Y.: Forecasting Stock Market Movement Direction with Support Vector Machine. Computers & Operations Research, 32 (2005) 2513-2522
    • (2005) Computers & Operations Research , vol.32 , pp. 2513-2522
    • Huang, W.1    Nakamori, Y.2    Wang, S.Y.3
  • 5
    • 33947637749 scopus 로고    scopus 로고
    • A comparison of neural networks with time series models for forecasting returns on a stock market index
    • Springer-Verlag Berlin Heidelberg
    • Yim, J.: A comparison of neural networks with time series models for forecasting returns on a stock market index. Lecture Notes in Computer Science, Vol. 2358, Springer-Verlag Berlin Heidelberg (2002)
    • (2002) Lecture Notes in Computer Science , vol.2358
    • Yim, J.1
  • 6
    • 23044492410 scopus 로고    scopus 로고
    • Forecasting and arbitrage of the Nikkei stock index futures: An application of backpropagation networks
    • Yu, S. W.: Forecasting and arbitrage of the Nikkei stock index futures: an application of backpropagation networks. Asia-Pacific Financial Markets, 6(1999) 341-354
    • (1999) Asia-Pacific Financial Markets , vol.6 , pp. 341-354
    • Yu, S.W.1
  • 7
    • 0035427685 scopus 로고    scopus 로고
    • An investigation of model selection criteria for neural network time series forecasting
    • Qi, M. & Zhang, G. P.: An investigation of model selection criteria for neural network time series forecasting. European Journal of Operational Research, 132(2001) 666-680
    • (2001) European Journal of Operational Research , vol.132 , pp. 666-680
    • Qi, M.1    Zhang, G.P.2
  • 9
    • 0036533307 scopus 로고    scopus 로고
    • Analyzing stock market tick data using piecewise nonlinear model
    • Oh K. J. & Kim, K.: Analyzing stock market tick data using piecewise nonlinear model. Expert Systems with Applications, 22(2002) 249-255
    • (2002) Expert Systems with Applications , vol.22 , pp. 249-255
    • Oh, K.J.1    Kim, K.2
  • 11
    • 24944472786 scopus 로고    scopus 로고
    • Select the size of training set for financial forecasting with neural networks
    • Springer-Verlag Berlin Heidelberg
    • Huang, W., Nakamori, Y., Wang, S.Y. & Zhang, H.: Select the size of training set for financial forecasting with neural networks. Lecture Notes in Computer Science, Vol. 3497, Springer-Verlag Berlin Heidelberg (2005) 879-884
    • (2005) Lecture Notes in Computer Science , vol.3497 , pp. 879-884
    • Huang, W.1    Nakamori, Y.2    Wang, S.Y.3    Zhang, H.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.