Neural network approach based on agent to predict stock performance

Proceedings - International Conference on Computer Science and Software Engineering, CSSE 2008

Volumn 1, Issue , 2008, Pages 1223-1225

  Xu, Shengnan ^a   Li, Baozhen ^b   Shao, Yanhua ^b  

^a Chengde Teacher's College for Nationalities   (China)

^b AGRICULTURAL UNIVERSITY OF HEBEI   (China)

Author keywords

Agent; Artificial neural network; Cross target scheme; Swarm simulation toolkit

Indexed keywords

ARTIFICIAL NEURAL NETWORK; BASIC CONCEPTS; CROSS TARGET SCHEME; SOFTWARE SIMULATIONS; STOCK MARKET PERFORMANCE; STOCK PERFORMANCE; SWARM SIMULATION TOOLKIT; WESTERN COUNTRIES;

BACKPROPAGATION; COMPUTER SOFTWARE; COMPUTERS;

NEURAL NETWORKS;

EID: 61849157324     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CSSE.2008.1218     Document Type: Conference Paper

References (8)

1. Schoeneburg, E., Stock Price Prediction Using Neural Networks: A Project Report, Neuro-computing, vol. 2, 1990, pp. 17-27.
2. John H. Holland. Hidden Order: How Adaptation Builds Complexity. Addison Wesley Publishing Company, 1995.
3. John H. Holland. Emergence: From Chaos to Order. Addison-Wesley Publishing Company, 1998.
4. Arthur W B, Holland J, Lebaron B, et al. Asset Pricing under Endogenous Expectations in an Artificial Stock Market [C]//Arthur W B, Durlauf S, Lane D. The Economy as an Evolving Complex System II. Boston: Addison-Wesley, 1997, pp: 15-44.
5. Anderson, J. A., An Introduction to Neural Networks, Cambridge, MA: The MIT Press, 1995.
6. Zekic, M., Neural Network Applications in Stock Market Predictions-A Methodology analysis, University of Josip Juraj Strossmanyer in Osijek, 1998.
7. Pietro Terna (2000a). Self-Development of Consistency in Agents' Behavior, in F. Luna and B. Stefansson (eds.), Economic Simulations in Swarm: Agent-Based Modeling and Object Oriented Programming. Dordrecht and London, Kluwer Academic, 2000.
8. Gilbert, N., Terna, P., How to build and use agent-based models in social science, Mind and Society, no. 1, 2000.