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Volumn 3, Issue , 2005, Pages 1646-1650

Stock index modeling using EDA based local linear wavelet neural network

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; FINANCIAL DATA PROCESSING; MATHEMATICAL MODELS; OPTIMIZATION; WAVELET TRANSFORMS;

EID: 33847140556     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (40)

References (19)
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  • 2
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    • 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, 11, Issue (1,2), (2003)143-160.
    • 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.
  • 3
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    • Stock market trading rule discovery using technical charting heuristics
    • 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.
    • (2002) Expert Systems with Applications , vol.23 , Issue.2 , pp. 155-159
    • Leigh, W.1    Modani, N.2    Purvis, R.3    Roberts, T.4
  • 4
    • 0036498492 scopus 로고    scopus 로고
    • Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: A case study in romantic decision support
    • 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.
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    • Leigh, W.1    Purvis, R.2    Ragusa, J.M.3
  • 6
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    • National Stock Exchange of India Limited
    • National Stock Exchange of India Limited, http://www.nse-india.com
  • 8
    • 33847114662 scopus 로고    scopus 로고
    • Time-Series Prediction using a Local Linear Wavelet Neural Network
    • In press
    • Chen, Y., Yang, B., Dong, J., "Time-Series Prediction using a Local Linear Wavelet Neural Network", Neurocomputing, 2005 (In press).
    • (2005) Neurocomputing
    • Chen, Y.1    Yang, B.2    Dong, J.3
  • 9
    • 21244438033 scopus 로고    scopus 로고
    • Chen, Y., Yang, B., Dong, J., Abraham A., Time-series forecasting using flexible neural tree model, Information Science, 174, Issues 3/4, pp.219-235, 2005.
    • Chen, Y., Yang, B., Dong, J., Abraham A., "Time-series forecasting using flexible neural tree model", Information Science, Vol.174, Issues 3/4, pp.219-235, 2005.
  • 12
    • 0000534409 scopus 로고    scopus 로고
    • From Recombination of Genes to the Estimation of Distribution, Part 1, Binary Parameter, Lecture Notes in Computer Science 1141
    • Muehlenbein, H. and Paa; G. (1996), "From Recombination of Genes to the Estimation of Distribution", Part 1, Binary Parameter, Lecture Notes in Computer Science 1141, Parallel Problem Solving from Nature, pp. 178-187.
    • (1996) Parallel Problem Solving from Nature , pp. 178-187
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  • 14
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    • Larraenaga, P. and Lozano, J. A. (2001), "Estimation of Distribution Algorithms: A New Tool for Evolutionary Computation", Kluwer Academic Publishers.
    • (2001) Kluwer Academic Publishers
    • Larraenaga, P.1    Lozano, J.A.2
  • 16
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    • Pelikan, M. and Goldberg, D. E. and Cantu-Paz, E. (1999), BOA: The Bayesian optimization algorithm, In Proceedings of the Genetic and Evolutionary Computation Conference GECCO-99, W. Banzhaf and J. Daida and A. E. Eiben and M. H. Garzon and V. Honavar and M. Jakiela and R. E. Smith (Eds), Morgan Kaufmann Publishers, San Francisco, CA,Orlando, FL, 1, pp. 525-532.
    • Pelikan, M. and Goldberg, D. E. and Cantu-Paz, E. (1999), "BOA: The Bayesian optimization algorithm", In Proceedings of the Genetic and Evolutionary Computation Conference GECCO-99, W. Banzhaf and J. Daida and A. E. Eiben and M. H. Garzon and V. Honavar and M. Jakiela and R. E. Smith (Eds), Morgan Kaufmann Publishers, San Francisco, CA,Orlando, FL, vol. 1, pp. 525-532.
  • 19
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.