Short-term stock price prediction based on echo state networks

Expert Systems with Applications

Volumn 36, Issue 3 PART 2, 2009, Pages 7313-7317

  Lin, Xiaowei ^a   Yang, Zehong ^a   Song, Yixu ^a  

^a TSINGHUA NATIONAL LABORATORY FOR INFORMATION SCIENCE AND TECHNOLOGY   (China)

Author keywords

Echo state network; Neural networks; Principle component analysis; Short term price prediction

Indexed keywords

COSTS; ELECTRONIC TRADING; FINANCIAL MARKETS; FORECASTING; NEURAL NETWORKS; RECURRENT NEURAL NETWORKS;

DATA PRE TREATMENTS; ECHO STATE NETWORKS; PREDICTION ACCURACY; PREDICTION PERFORMANCE; PRICE PREDICTION; PRINCIPLE COMPONENT ANALYSIS; STOCK PRICE PREDICTION; TIME SERIES PREDICTION;

PRINCIPAL COMPONENT ANALYSIS;

EID: 58349117010     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2008.09.049     Document Type: Article

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