Forecasting stock market indices using hybrid network

2009 World Congress on Nature and Biologically Inspired Computing, NABIC 2009 - Proceedings

Volumn , Issue , 2009, Pages 1225-1230

  Chakravarty, S ^a   Dash, P K ^b  

^a Regional College of Management   (India)

^b SILICON INSTITUTE OF TECHNOLOGY   (India)

Author keywords

FLANN; FLNF; FLS; Fuzzy rules; Indicators

Indexed keywords

COMPARATIVE ANALYSIS; DATA SETS; FLANN; FUNCTIONAL LINK ARTIFICIAL NEURAL NETWORKS; FUNCTIONAL LINK NEURAL NETWORK; FUNCTIONAL LINKS; FUZZY LOGIC SYSTEM; HYBRID MODEL; HYBRID NETWORK; INPUT VARIABLES; NEURAL FUZZY; NON-LINEAR; STOCK EXCHANGE; STOCK MARKET INDEX;

COMMERCE; FINANCE; FORECASTING; FUZZY LOGIC; FUZZY RULES; HYBRID SENSORS;

NEURAL NETWORKS;

EID: 77949639971     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/NABIC.2009.5393749     Document Type: Conference Paper

References (14)

1. Chakravarty S, Mohapatra P and Dash P.K.: " Stock Market Prediction using Dynamic Filter Weights Neural Network and Paticle Swarm"- FFMI, 2008 -VGSOM, IIT, Khargpur
2. Chen Chen-Hung " A Functional-Link-Based Neurofuzzy Network for Nonlinear System Control"- IEEE Transaction on Fuzzy Systems, Vol 16 No 5, October 2008.
3. Chen Y H "Evolving the wavelet neural networks for system identification"-Proceeding of international conference on electrical Engineering, 2000.
4. Chen Yuehui,Yang Bo,Dong Jiwen: "Time Series Prediction using a local linear wavelet neural network". Neurocomputing 69 (2006) 449-465, 2005
5. Chen Yuehui, Dong Xiaohui, Zhao Yaou: "Stock Index Modelling using EDA based Local Linear Wavelet Netowork". IEEE .2005
6. Chodhury Rohit & Garg Kumkum: " A Hybrid Machine Learning System for Stock Market Forecasting" - Proceeding of World Academy of Science, Engineering and Technology, Volume 29, May 2008, ISSN1307-6884.
7. Majhi Banshidhar, Shalabi Hasan and Fathi Mowafak: "FLANN Based Forecasting of S&P 500 Index" Information Technology Journal, 4 (3): 289-292, 2005 Asian Network for Scientific Information.
8. Meesad Phayung and Srikhacha Tong "Stock Price Time Series Prediction using Neuro-Fuzzy with Support Vector Guideline System"- Ninth ACIS International Conference on Software Engineering, Artificial Intelligence, Networking, and Parallel/Distributed Computing 978-0-7695-3263-9/08 DOI 10.1109/SNPD IEEE 20008.
9. Ravichandran. K.S., Thirunavukarasu P., Nallaswamy R. and Babu R.: "Estimation on Return on Investment in share market through ANN", Journal of Theoretical and Applied Information Technology, 2005.
10. Sira-Ramirez Herbertt, Colina-Morles Elizer, Rivas-echeverria Francklin: "Sliding Mode-based adaptive learning in dynamical filter-weights neurons", International Journal of Control, 2000, Vol. 73, No. 8.
11. Somnath and Nikhil Kumar: "Forecasting Inflation Through Econometric Models: An Empirical study on Indian Data - FFMI, 2008 - VGSOM, IIT, Khargpur
12. Wang Wilson and Vrbanek-"An Evolving Fuzzy Predictor for Industrial Application" IEEE Transaction on Fuzzy Systems, Vol 16. No 6 December -2008.
13. Yu Lean, Wang Shouyang and Lai Keung Kin: "Mining Stock Market Tendency using GA-Based Support Vector Machine" - Springer Verlag Berlin Heidelberg 2005.
14. Yu Lixin and Zhang Yan Qing -"Evolutionary Fuzzy Neural Networks for Hybrid financial Prediction"- IEEE Transaction on Systems Man and Cybernetics, Vol 35 No 2-May 2005.