메뉴 건너뛰기




Volumn 23, Issue 10, 2010, Pages 1238-1251

Hybrid intelligent methodology to design translation invariant morphological operators for Brazilian stock market prediction

Author keywords

Financial time series prediction; Hybrid intelligent systems; Mathematical morphology; Morphological neural networks; Quantum inspired evolutionary algorithms; Stock market prediction; Translation invariant morphological operators

Indexed keywords

FINANCIAL TIME SERIES PREDICTIONS; HYBRID INTELLIGENT SYSTEM; MORPHOLOGICAL NEURAL NETWORKS; QUANTUM INSPIRED EVOLUTIONARY ALGORITHM; STOCK MARKET PREDICTION; TRANSLATION INVARIANTS;

EID: 78149499489     PISSN: 08936080     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.neunet.2010.06.007     Document Type: Article
Times cited : (18)

References (52)
  • 1
    • 65449144483 scopus 로고    scopus 로고
    • An intelligent hybrid morphological-rank-linear method for financial time series prediction
    • Araújo R.A., Ferreira T.A.E. An intelligent hybrid morphological-rank-linear method for financial time series prediction. Neurocomputing 2009, 72(10-12):2507-2524.
    • (2009) Neurocomputing , vol.72 , Issue.10-12 , pp. 2507-2524
    • Araújo, R.A.1    Ferreira, T.A.E.2
  • 2
    • 34347383621 scopus 로고    scopus 로고
    • An evolutionary morphological approach for financial time series forecasting. In Proceedings of the IEEE congress on evolutionary computation. Vancouver, Canada.
    • Araújo, R. A., Madeiro, F., Sousa, R. P., Pessoa, L. F. C., & Ferreira, T. A. E. (2006). An evolutionary morphological approach for financial time series forecasting. In Proceedings of the IEEE congress on evolutionary computation. Vancouver, Canada.
    • (2006)
    • Araújo, R.A.1    Madeiro, F.2    Sousa, R.P.3    Pessoa, L.F.C.4    Ferreira, T.A.E.5
  • 3
    • 79955176060 scopus 로고    scopus 로고
    • Hybrid differential evolutionary system for financial time series forecasting. In Proceedings of the IEEE congress on evolutionary computation. Singapore.
    • Araújo, R. A., Vasconcelos, G. C., & Ferreira, T. A. E. (2007). Hybrid differential evolutionary system for financial time series forecasting. In Proceedings of the IEEE congress on evolutionary computation. Singapore.
    • (2007)
    • Araújo, R.A.1    Vasconcelos, G.C.2    Ferreira, T.A.E.3
  • 4
    • 0026392293 scopus 로고
    • Minimal representation for translation invariant set mappings by mathematical morphology
    • Banon G.J.F., Barrera J. Minimal representation for translation invariant set mappings by mathematical morphology. SIAM Journal on Applied Mathematics 1991, 51(6):1782-1798.
    • (1991) SIAM Journal on Applied Mathematics , vol.51 , Issue.6 , pp. 1782-1798
    • Banon, G.J.F.1    Barrera, J.2
  • 5
    • 33748503392 scopus 로고    scopus 로고
    • Evolving neural networks with evolutionary strategies: a new application to divisia money
    • Binner J., Kendall G., Gazely A. Evolving neural networks with evolutionary strategies: a new application to divisia money. Advances in Econometrics 2004, 19:127-143.
    • (2004) Advances in Econometrics , vol.19 , pp. 127-143
    • Binner, J.1    Kendall, G.2    Gazely, A.3
  • 8
    • 34248625602 scopus 로고
    • On the limitations of comparing mean square forecast errors
    • Clements M.P., Hendry D.F. On the limitations of comparing mean square forecast errors. Journal of Forecasting 1993, 12(8):617-637.
    • (1993) Journal of Forecasting , vol.12 , Issue.8 , pp. 617-637
    • Clements, M.P.1    Hendry, D.F.2
  • 11
    • 34547250932 scopus 로고    scopus 로고
    • Quantum-inspired evolutionary algorithm for numerical optimization. In Proceedings of the IEEE congress on evolutionary computation. Vancouver, Canada.
    • da Cruz, A. V. A., Vellasco, M. M. B. R., & Pacheco, M. A. C. (2006). Quantum-inspired evolutionary algorithm for numerical optimization. In Proceedings of the IEEE congress on evolutionary computation. Vancouver, Canada.
    • (2006)
    • da Cruz, A.V.A.1    Vellasco, M.M.B.R.2    Pacheco, M.A.C.3
  • 12
    • 0027150623 scopus 로고
    • Morphology neural networks: an introduction with applications
    • Davidson J.L., Hummer F. Morphology neural networks: an introduction with applications. Circuits, Systems, and Signal Processing 1993, 12(2):179-210.
    • (1993) Circuits, Systems, and Signal Processing , vol.12 , Issue.2 , pp. 179-210
    • Davidson, J.L.1    Hummer, F.2
  • 13
    • 53049109819 scopus 로고    scopus 로고
    • A new intelligent system methodology for time series forecasting with artificial neural networks
    • Ferreira T.A.E., Vasconcelos G.C., Adeodato P.J.L. A new intelligent system methodology for time series forecasting with artificial neural networks. Neural Processing Letters 2008, 28:113-129.
    • (2008) Neural Processing Letters , vol.28 , pp. 113-129
    • Ferreira, T.A.E.1    Vasconcelos, G.C.2    Adeodato, P.J.L.3
  • 14
    • 0036945847 scopus 로고    scopus 로고
    • Quantum-inspired evolutionary algorithm for a class of combinatorial optimization
    • Han K.-H., Kim J.-H. Quantum-inspired evolutionary algorithm for a class of combinatorial optimization. IEEE Transactions on Evolutionary Computation 2002, 6(6):580-593.
    • (2002) IEEE Transactions on Evolutionary Computation , vol.6 , Issue.6 , pp. 580-593
    • Han, K.-H.1    Kim, J.-H.2
  • 15
    • 33947625463 scopus 로고
    • Morphological image processing using artificial neural networks
    • Academic Press
    • Herwing C.B., Shalkoff R.J. Morphological image processing using artificial neural networks. Control and dynamic systems 1994, Vol. 67:319-379. Academic Press.
    • (1994) Control and dynamic systems , vol.67 , pp. 319-379
    • Herwing, C.B.1    Shalkoff, R.J.2
  • 16
    • 28844491869 scopus 로고    scopus 로고
    • Rediction of cavitation vortex dynamics in the draft tube of a Francis turbine using radial basis neural networks
    • Hocevar M., Širok B., Blagojevic B. rediction of cavitation vortex dynamics in the draft tube of a Francis turbine using radial basis neural networks. Neural Computing & Applications 2005, 14(3):229-234.
    • (2005) Neural Computing & Applications , vol.14 , Issue.3 , pp. 229-234
    • Hocevar, M.1    Širok, B.2    Blagojevic, B.3
  • 17
    • 0042525838 scopus 로고    scopus 로고
    • A construtive algorithm for training cooperative neural networks ensembles
    • Islan M.M., Yao X., Muraz K. A construtive algorithm for training cooperative neural networks ensembles. IEEE Transactions on Neural Networks 2003, 14(4):820-834.
    • (2003) IEEE Transactions on Neural Networks , vol.14 , Issue.4 , pp. 820-834
    • Islan, M.M.1    Yao, X.2    Muraz, K.3
  • 19
    • 0033743072 scopus 로고    scopus 로고
    • Combination of artificial neural-network forecasters for prediction of natural gas consumption
    • Khotanzad A., Elragal H., Lu T.-L. Combination of artificial neural-network forecasters for prediction of natural gas consumption. IEEE Transactions on Neural Networks 2000, 11(2):464-473.
    • (2000) IEEE Transactions on Neural Networks , vol.11 , Issue.2 , pp. 464-473
    • Khotanzad, A.1    Elragal, H.2    Lu, T.-L.3
  • 20
    • 0037276988 scopus 로고    scopus 로고
    • Tuning of the structure and parameters of the neural network using an improved genetic algorithm
    • Leung F.H.F., Lam H.K., Ling S.H., Tam P.K.S. Tuning of the structure and parameters of the neural network using an improved genetic algorithm. IEEE Transactions on Neural Networks 2003, 14(1):79-88.
    • (2003) IEEE Transactions on Neural Networks , vol.14 , Issue.1 , pp. 79-88
    • Leung, F.H.F.1    Lam, H.K.2    Ling, S.H.3    Tam, P.K.S.4
  • 21
    • 0001635254 scopus 로고
    • Facilitation of optimal binary morphological filter design via structuring element libraries and design constraints
    • Loce R.P., Dougherty E.R. Facilitation of optimal binary morphological filter design via structuring element libraries and design constraints. Optical Engineering 1992, 31:1008-1025.
    • (1992) Optical Engineering , vol.31 , pp. 1008-1025
    • Loce, R.P.1    Dougherty, E.R.2
  • 25
    • 17844389363 scopus 로고    scopus 로고
    • A hybrid approach based on neural networks and genetic algorithms to the study of profitability in the Spanish stock market
    • Matilla-García M., Argüello C. A hybrid approach based on neural networks and genetic algorithms to the study of profitability in the Spanish stock market. Applied Economics Letters 2005, 12(5):303-308.
    • (2005) Applied Economics Letters , vol.12 , Issue.5 , pp. 303-308
    • Matilla-García, M.1    Argüello, C.2
  • 30
    • 70350303608 scopus 로고
    • Nonlinear time series models and dynamical systems
    • North-Holland, Amsterdam
    • Ozaki T. Nonlinear time series models and dynamical systems. Hand book of statistics 1985, Vol. 5. North-Holland, Amsterdam.
    • (1985) Hand book of statistics , vol.5
    • Ozaki, T.1
  • 32
    • 78149501074 scopus 로고    scopus 로고
    • Nonlinear systems and neural networks with hybrid morphological/rank/linear nodes: optimal design and applications to image and pattern recognition. Ph.D. thesis. Georgia Institute of Technology.
    • Pessoa, L. F. C. (1997). Nonlinear systems and neural networks with hybrid morphological/rank/linear nodes: optimal design and applications to image and pattern recognition. Ph.D. thesis. Georgia Institute of Technology.
    • (1997)
    • Pessoa, L.F.C.1
  • 33
    • 0032121734 scopus 로고    scopus 로고
    • MRL-filters: a general class of nonlinear systems and their optimal design for image processing
    • Pessoa L.F.C., Maragos P. MRL-filters: a general class of nonlinear systems and their optimal design for image processing. IEEE Transactions on Image Processing 1998, 7:966-978.
    • (1998) IEEE Transactions on Image Processing , vol.7 , pp. 966-978
    • Pessoa, L.F.C.1    Maragos, P.2
  • 34
    • 0001764090 scopus 로고
    • Finding the embedding dimension and variable dependences in time series
    • Pi H., Peterson C. Finding the embedding dimension and variable dependences in time series. Neural Computation 1994, 6:509-520.
    • (1994) Neural Computation , vol.6 , pp. 509-520
    • Pi, H.1    Peterson, C.2
  • 35
    • 78149495355 scopus 로고
    • Proben1: a set of neural network benchmark problems and benchmarking rules. Tech. rep. 21/94. URL.
    • Prechelt, L. (1994). Proben1: a set of neural network benchmark problems and benchmarking rules. Tech. rep. 21/94. URL: http://citeseer.ist.psu.edu/prechelt94proben.html.
    • (1994)
    • Prechelt, L.1
  • 36
    • 33847050190 scopus 로고    scopus 로고
    • Forecasting exchange rates: a robust regression approach
    • Preminger A., Franck R. Forecasting exchange rates: a robust regression approach. International Journal of Forecasting 2007, 23(1):71-84.
    • (2007) International Journal of Forecasting , vol.23 , Issue.1 , pp. 71-84
    • Preminger, A.1    Franck, R.2
  • 38
    • 34548708374 scopus 로고
    • Introduction to bispectral analysis and bilinear time series models
    • Springer, Berlin
    • Rao T.S., Gabr M.M. Introduction to bispectral analysis and bilinear time series models. Lecture notes in statistics 1984, Vol. 24. Springer, Berlin.
    • (1984) Lecture notes in statistics , vol.24
    • Rao, T.S.1    Gabr, M.M.2
  • 41
    • 0002351412 scopus 로고
    • Time series and dependent variables
    • Savit R., Green M. Time series and dependent variables. Physica D 1991, 50:95-116.
    • (1991) Physica D , vol.50 , pp. 95-116
    • Savit, R.1    Green, M.2
  • 43
    • 0036567707 scopus 로고    scopus 로고
    • Neural networks approach to the random walk dilemma of financial time series
    • Sitte R., Sitte J. Neural networks approach to the random walk dilemma of financial time series. Applied Intelligence 2002, 16(3):163-171.
    • (2002) Applied Intelligence , vol.16 , Issue.3 , pp. 163-171
    • Sitte, R.1    Sitte, J.2
  • 44
    • 78149498311 scopus 로고    scopus 로고
    • Design of translation invariant operators via neural network training. Ph.D. thesis. UFPB, Campina Grande, Brazil.
    • Sousa, R. P. (2000). Design of translation invariant operators via neural network training. Ph.D. thesis. UFPB, Campina Grande, Brazil.
    • (2000)
    • Sousa, R.P.1
  • 45
    • 0036594106 scopus 로고    scopus 로고
    • Evolving neral networks though augmenting topologies
    • Stanley K.O., Miikkulainen R. Evolving neral networks though augmenting topologies. Evolutionary Computation 2002, 10(2):99-127.
    • (2002) Evolutionary Computation , vol.10 , Issue.2 , pp. 99-127
    • Stanley, K.O.1    Miikkulainen, R.2
  • 46
    • 0000779360 scopus 로고
    • Detecting strange attractor in turbulence
    • Springer-Verlag, New York, A. Dold, B. Eckmann (Eds.) Dynamical systems and turbulence
    • Takens F. Detecting strange attractor in turbulence. Lecture notes in mathematics 1980, Vol. 898:366-381. Springer-Verlag, New York. A. Dold, B. Eckmann (Eds.).
    • (1980) Lecture notes in mathematics , vol.898 , pp. 366-381
    • Takens, F.1
  • 47
    • 0035888235 scopus 로고    scopus 로고
    • Estimating the active dimension of the dynamics in a time series based on a information criterion
    • Tanaka N., Okamoto H., Naito M. Estimating the active dimension of the dynamics in a time series based on a information criterion. Physica D 2001, 158:19-31.
    • (2001) Physica D , vol.158 , pp. 19-31
    • Tanaka, N.1    Okamoto, H.2    Naito, M.3
  • 48
    • 2342564079 scopus 로고
    • Morphological networks. In Proceedings of the SPIE visual communication and image processing IV 1199
    • Wilson, S. S. (1989). Morphological networks. In Proceedings of the SPIE visual communication and image processing IV 1199 (pp. 483-493).
    • (1989) , pp. 483-493
    • Wilson, S.S.1
  • 49
    • 0026987015 scopus 로고
    • Character recognition using min-max classifiers designed using an LMS algorithm
    • Yang P., Maragos P. Character recognition using min-max classifiers designed using an LMS algorithm. Visual Communications and Image Processing 1992, 92(1818):674-685.
    • (1992) Visual Communications and Image Processing , vol.92 , Issue.1818 , pp. 674-685
    • Yang, P.1    Maragos, P.2
  • 50
    • 0033362601 scopus 로고    scopus 로고
    • Evolving artificial neural networks
    • Yao X. Evolving artificial neural networks. Proceedings of IEEE 1999, 87(9):1423-1447.
    • (1999) Proceedings of IEEE , vol.87 , Issue.9 , pp. 1423-1447
    • Yao, X.1
  • 51
    • 36348935677 scopus 로고    scopus 로고
    • Quarterly time-series forecasting with neural networks
    • Zhang G.P., Kline D. Quarterly time-series forecasting with neural networks. IEEE Transactions on Neural Networks 2007, 18(6):1800-1814.
    • (2007) IEEE Transactions on Neural Networks , vol.18 , Issue.6 , pp. 1800-1814
    • Zhang, G.P.1    Kline, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.