Fluctuation prediction of stock market index by Legendre neural network with random time strength function

Neurocomputing

Volumn 83, Issue , 2012, Pages 12-21

  Liu, Fajiang ^a   Wang, Jun ^a  

^a BEIJING JIAOTONG UNIVERSITY   (China)

Author keywords

Computer simulation; Legendre neural network; Prediction; Random time strength function; Stock market index

Indexed keywords

EMPIRICAL RESEARCH; FINANCIAL TIME SERIES PREDICTIONS; FORECASTING MODELS; HISTORICAL DATA; LEGENDRE; PREDICTIVE MODELING; PRICE FLUCTUATION; STATISTICAL COMPARISONS; STOCK MARKET; STOCK MARKET FORECASTING; STOCK MARKET INDEX; STRENGTH FUNCTION;

BROWNIAN MOVEMENT; COMMERCE; COMPUTER SIMULATION; FINANCIAL DATA PROCESSING; INVESTMENTS; NEURAL NETWORKS;

FORECASTING;

ARTICLE; ARTIFICIAL NEURAL NETWORK; COMPUTER SIMULATION; CONTROLLED STUDY; ECONOMIC ASPECT; ECONOMIC RECESSION; FINANCIAL MANAGEMENT; INTERMETHOD COMPARISON; LEARNING ALGORITHM; MATHEMATICAL COMPUTING; MATHEMATICAL MODEL; PREDICTION; PREDICTIVE VALUE; PRIORITY JOURNAL; PROCESS DEVELOPMENT; SOCIAL MARKETING; SOCIAL STATUS; STOCK MARKET INDEX; SYSTEMATIC ERROR;

EID: 84862809397     PISSN: 09252312     EISSN: 18728286     Source Type: Journal    
DOI: 10.1016/j.neucom.2011.09.033     Document Type: Article

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