Data preprocessing for stock market forecasting using random subspace classifier network

Proceedings of the International Joint Conference on Neural Networks

Volumn 4, Issue , 2005, Pages 2549-2554

  Zhora, Dmitry V ^a  

^a Institute of Software Systems   (Ukraine)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCE; FORECASTING; MARKETING; NEURAL NETWORKS;

CLASSIFIER NETWORK; FINANCIAL FORECASTING; STOCK PRICE;

DATA PROCESSING;

EID: 33750096550     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IJCNN.2005.1556304     Document Type: Conference Paper

References (5)

1. D. V. Zhora, "Financial Forecasting using Random Subspace Classifi-er,"Proc. Int. Joint Conf Neural Networks 2004, vol. 4, pp.2735-2740.
2. D. V. Zhora, "Random threshold classifier functioning analysis," Cybernetics and System Analysis, Kiev, 2003, vol. 3, pp. 72-91, in Russian. Available: http://rsc.netfirms.com/.
3. E. M. Kussul, T. N. Baidyk, V. V. Lukovich, D. A. Rachkovskij, "Adaptive high performance classifier based on random threshold neurons," Cybernetics and Systems'94, Ed. R. Trappl. Singapore: World Scientific Publishing Co. Pte. Ltd., pp. 1687-1695, 1994.
4. E. M. Kussul, D. A. Rachkovskij, D. C. Wunsch, "The random subspace coarse coding scheme for real-valued vectors," Proc. Int. Joint Conf. Neural Networks 1999, vol. 1, pp.450-455.
5. A.-P. Refenes, Ed., Neural Netvorks in the Capital Markets, John Wi-ley & Sons, 1995, 379 p.