A neural network approach to predicting stock exchange movements using external factors

Knowledge-Based Systems

Volumn 19, Issue 5, 2006, Pages 371-378

  O'Connor, Niall ^a   Madden, Michael G ^a  

^a NATIONAL UNIVERSITY OF IRELAND   (Ireland)

Author keywords

Dow Jones; Finance; Neural network; Stock exchange; Time series

Indexed keywords

DECISION THEORY; FINANCE; INDUSTRIAL APPLICATIONS; MATHEMATICAL MODELS; NEURAL NETWORKS; TIME SERIES ANALYSIS;

DATASETS; DOW JONES; STOCK EXCHANGE; TIME SERIES;

DATABASE SYSTEMS;

EID: 33746903994     PISSN: 09507051     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.knosys.2005.11.015     Document Type: Article

References (15)

1. L. Anastasakis, N. Mort, Neural network-based prediction of the USD/GBP exchange rate: the utilisation of data compression techniques for input dimension reduction, Technical Report, University of Sheffield, 2000.
2. Chen A.S., Leung M.T., and Daouk H. Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index. Computers and Operations Research 30 6 (2003)
3. Fernández-Rodríguez F., González-Martel C., and Sosviall-Rivero S. On the profitability of technical trading rules based on artificial neural networks: evidence from the Madrid Stock Market. Economics Letters (2000)
4. T. Hellström, K. Holmström, Predicting the stock market, Technical Report IMa-TOM-1997-07, Mälardalen University, Sweden, 1997.
5. iShare Dow Jones ETF. .
6. V. Lavrenko, M. Schmill, D. Lawrie, P. Ogilvie, Mining of concurrent text and time series, in: Proceedings of the 6th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, Workshop on Text Mining, 2000.
7. Lendasse A., de Bodt E., Wertz V., and Verleysen M. Non-linear financial time series forecasting - application to the Bel 20 Stock Market Index. European Journal of Economic and Social Systems 14 1 (2000)
8. J. Li, E.P.J. Tsang, Improving technical analysis predictions: an application of genetic programming, in: Florida Artificial Intelligence Research Symposium, USA, 1999.
9. Oanda - The Currency Site, Foreign Currency Data. .
10. S. Thawornwong, D. Enke, C. Dagli, Genetic algorithms and neural networks for stock trading prediction and technical signal optimization, in: 33rd Annual Meeting of the Decision Sciences Institute in San Diego, 2002.
11. Thawornwong S., Enke D., and Dagli C.H. Using neural networks and technical analysis indicators for predicting stock trends. Intelligent Engineering Systems through Artificial Neural Networks 11 (2001)
12. US Department of Energy Information Administration, WTI Cushing Crude Oil data. .
13. Yao J., Tan C.J., and Poh H.L. Neural networks for technical analysis: a study on KLCI. International Journal of Theoretical and Applied Finance 2 2 (1999)
14. Yao J., and Tan C.J. A case study on using neural networks to perform technical forecasting of FOREX. Neurocomputing (2000)
15. Yahoo Finance, Historic Dow Jones Data. .