메뉴 건너뛰기




Volumn , Issue , 2007, Pages 2515-2520

Neuro-evolutionary approach to stock market prediction

Author keywords

[No Author keywords available]

Indexed keywords

ARTIFICIAL INTELLIGENCE; COMMERCE; COMPUTER NETWORKS; DIESEL ENGINES; FORECASTING; KETONES;

EID: 51749088785     PISSN: 10987576     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IJCNN.2007.4371354     Document Type: Conference Paper
Times cited : (19)

References (19)
  • 1
    • 0035391107 scopus 로고    scopus 로고
    • Pricing and hedging derivative securities with neural networks: Bayesian regularization, early stopping, and bagging
    • R. Gencay and M. Qi, "Pricing and hedging derivative securities with neural networks: Bayesian regularization, early stopping, and bagging," IEEE Transactions on Neural Networks, vol. 12, no. 4, pp. 726-734, 2001.
    • (2001) IEEE Transactions on Neural Networks , vol.12 , Issue.4 , pp. 726-734
    • Gencay, R.1    Qi, M.2
  • 2
    • 0030130754 scopus 로고    scopus 로고
    • A multi-component nonlinear prediction system for the S&P 500 index
    • T. Chenoweth and Z. Obradović, "A multi-component nonlinear prediction system for the S&P 500 index," Neurocomputing, vol. 10, pp. 275-290, 1996.
    • (1996) Neurocomputing , vol.10 , pp. 275-290
    • Chenoweth, T.1    Obradović, Z.2
  • 3
    • 0034283989 scopus 로고    scopus 로고
    • A case study on using neural networks to perform technical forecasting of FOREX
    • J. Yao and C. Tan, "A case study on using neural networks to perform technical forecasting of FOREX," Neurocomputing, vol. 34, pp. 79-98, 2000.
    • (2000) Neurocomputing , vol.34 , pp. 79-98
    • Yao, J.1    Tan, C.2
  • 6
    • 0032207527 scopus 로고    scopus 로고
    • Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks
    • E. Saad, D. Prokhorov, and D. Wunsch, "Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks," IEEE Transactions on Neural Networks, vol. 9, no. 6, pp. 1456-1470, 1998.
    • (1998) IEEE Transactions on Neural Networks , vol.9 , Issue.6 , pp. 1456-1470
    • Saad, E.1    Prokhorov, D.2    Wunsch, D.3
  • 7
    • 2442591660 scopus 로고    scopus 로고
    • iJADE Stock Advisor: An intelligent agent based stock prediction system using hybrid RBF recurrent network
    • R. Lee, "iJADE Stock Advisor: An intelligent agent based stock prediction system using hybrid RBF recurrent network," IEEE Transactions on Systems, vol. 34, no. 3, pp. 421-428, 2004.
    • (2004) IEEE Transactions on Systems , vol.34 , Issue.3 , pp. 421-428
    • Lee, R.1
  • 8
    • 0035392695 scopus 로고    scopus 로고
    • Financial volatility trading using recurrent neural networks
    • P. Tino, C. Schittenkopf, and G. Dorffner, "Financial volatility trading using recurrent neural networks," IEEE Transactions on Neural Networks, vol. 12, no. 4, pp. 865-874, 2001.
    • (2001) IEEE Transactions on Neural Networks , vol.12 , Issue.4 , pp. 865-874
    • Tino, P.1    Schittenkopf, C.2    Dorffner, G.3
  • 9
    • 0742268991 scopus 로고    scopus 로고
    • Support Vector Machine with adaptive parameters in financial time series forecasting
    • L. Cao and F. Tay, "Support Vector Machine with adaptive parameters in financial time series forecasting," IEEE Transactions on Neural Networks, vol. 14, no. 6, pp. 1506-1518, 2003.
    • (2003) IEEE Transactions on Neural Networks , vol.14 , Issue.6 , pp. 1506-1518
    • Cao, L.1    Tay, F.2
  • 10
    • 0036137239 scopus 로고    scopus 로고
    • Data mining of time series using stacked generalizers
    • J. V. Hansen and R. D. Nelson, "Data mining of time series using stacked generalizers," Neurocomputing, vol. 43, pp. 173-184, 2002.
    • (2002) Neurocomputing , vol.43 , pp. 173-184
    • Hansen, J.V.1    Nelson, R.D.2
  • 11
    • 0036027191 scopus 로고    scopus 로고
    • Forecasting financial time series using neural network and fuzzy system-based techniques
    • V. Kodogiannis and A. Lolis, "Forecasting financial time series using neural network and fuzzy system-based techniques," Neural Computing & Applications, vol. 11, pp. 90-102, 2002.
    • (2002) Neural Computing & Applications , vol.11 , pp. 90-102
    • Kodogiannis, V.1    Lolis, A.2
  • 12
    • 2442664179 scopus 로고    scopus 로고
    • Improving option pricing with the product constrained hybrid neural network
    • P. Lajbcygier, "Improving option pricing with the product constrained hybrid neural network," IEEE Transactions on Neural Networks, vol. 15, no. 2, pp. 465-476, 2004.
    • (2004) IEEE Transactions on Neural Networks , vol.15 , Issue.2 , pp. 465-476
    • Lajbcygier, P.1
  • 13
    • 0035391018 scopus 로고    scopus 로고
    • Computational learning techniques for intraday FX trading using popular technical indicators
    • M. Dempster, T. Payne, Y. Romahi, and G. Thompson, "Computational learning techniques for intraday FX trading using popular technical indicators," IEEE Transactions on Neural Networks, vol. 12, no. 4, pp. 744-754, 2001.
    • (2001) IEEE Transactions on Neural Networks , vol.12 , Issue.4 , pp. 744-754
    • Dempster, M.1    Payne, T.2    Romahi, Y.3    Thompson, G.4
  • 14
    • 0035481458 scopus 로고    scopus 로고
    • Empirical regularities from interacting long- and short-memory investors in an agent-based stock market
    • B. LeBaron, "Empirical regularities from interacting long- and short-memory investors in an agent-based stock market," IEEE Transactions on Evolutionary Computation, vol. 5, no. 5, pp. 442-455, 2001.
    • (2001) IEEE Transactions on Evolutionary Computation , vol.5 , Issue.5 , pp. 442-455
    • LeBaron, B.1
  • 15
    • 6344249230 scopus 로고    scopus 로고
    • Stock market prediction using artificial neural networks with optimal feature transformation
    • K. Kim and W. Lee, "Stock market prediction using artificial neural networks with optimal feature transformation," Neural Computing & Applications, vol. 13, pp. 255-260, 2004.
    • (2004) Neural Computing & Applications , vol.13 , pp. 255-260
    • Kim, K.1    Lee, W.2
  • 17
    • 24144469740 scopus 로고    scopus 로고
    • The role of heterogeneous agents past and forward time horizons in formulating computational models
    • S. Hayward, "The role of heterogeneous agents past and forward time horizons in formulating computational models," Computational Economics, vol. 25, pp. 25-40, 2005.
    • (2005) Computational Economics , vol.25 , pp. 25-40
    • Hayward, S.1
  • 18
    • 0742289149 scopus 로고    scopus 로고
    • The adaptive selection of financial and economic variables for use with artificial neural networks
    • S. Thawornwong and D. Enke, "The adaptive selection of financial and economic variables for use with artificial neural networks," Neurocomputing, vol. 56, pp. 205-232, 2004.
    • (2004) Neurocomputing , vol.56 , pp. 205-232
    • Thawornwong, S.1    Enke, D.2
  • 19
    • 51749105926 scopus 로고    scopus 로고
    • Private communication
    • J. Bródka, "Private communication," 2006.
    • (2006)
    • Bródka, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.