Prediction model of stock market returns based on wavelet neural network

Proceedings - 2008 Pacific-Asia Workshop on Computational Intelligence and Industrial Application, PACIIA 2008

Volumn 1, Issue , 2008, Pages 31-36

  Zhao, Yu ^a   Zhang, Yu ^a   Qi, Chunjie ^a  

^a HUAZHONG AGRICULTURAL UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

ADJUSTMENT ALGORITHMS; BP NETWORKS; FINANCIAL SIGNALS; LEVENBERG-MARQUARDT ALGORITHMS; NON STATIONARIES; PREDICTION MODELS; RECONSTRUCTION ALGORITHMS; SHANGHAI STOCK MARKETS; SIGNAL FREQUENCIES; SIMULATION ERRORS; SIMULATION RESULTS; STOCK MARKETS; SUB BANDS; WAVELET NEURAL NETWORKS;

BACKPROPAGATION; DAMAGE DETECTION; INDUSTRIAL APPLICATIONS; INTELLIGENT CONTROL; LEARNING ALGORITHMS; LINEAR SYSTEMS; MARKETING; MATHEMATICAL MODELS; NONLINEAR SYSTEMS; SIGNAL PROCESSING;

NEURAL NETWORKS;

EID: 63149158082     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/PACIIA.2008.46     Document Type: Conference Paper

References (10)

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