Combining nonlinear independent component analysis and neural network for the prediction of Asian stock market indexes

Expert Systems with Applications

Volumn 39, Issue 4, 2012, Pages 4444-4452

  Dai, Wensheng ^a   Wu, Jui Yu ^b   Lu, Chi Jie ^c  

^a RENMIN UNIVERSITY OF CHINA   (China)

^b LUNGHWA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

^c CHING YUN UNIVERSITY   (Taiwan)

Author keywords

Asian stock market; Feature extraction; Neural network; Nonlinear independent component analysis; Stock index prediction

Indexed keywords

COMPARISON METHODS; ECONOMIC SUCCESS; FEATURE EXTRACTION TECHNIQUES; FEATURE SPACE; FINANCIAL MARKET; FORECASTING MODELS; ILLUSTRATIVE EXAMPLES; INDEPENDENT COMPONENTS; INPUT SPACE; INPUT VARIABLES; MIXING MECHANISMS; NONLINEAR INDEPENDENT COMPONENT ANALYSIS; NONLINEAR MIXTURES; PREDICTION ACCURACY; PREDICTION MODEL; RESEARCH AREAS; STOCK INDICES; STOCK MARKET; TIME SERIES PREDICTION; TIME-SERIES DATA;

ECONOMICS; FEATURE EXTRACTION; FINANCE; FORECASTING; INDEPENDENT COMPONENT ANALYSIS; MATHEMATICAL MODELS; NEURAL NETWORKS; NONLINEAR ANALYSIS; TIME SERIES; TIME SERIES ANALYSIS;

COMMERCE;

EID: 82255179126     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2011.09.145     Document Type: Article

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