메뉴 건너뛰기




Volumn 8774, Issue , 2014, Pages 240-251

Intelligent ensemble systems for modeling NASDAQ microstructure: A comparative study

Author keywords

Ensemble; Forecasting; Neural networks; Stock market microstructure

Indexed keywords

BACKPROPAGATION; ELECTRONIC TRADING; FORECASTING; MICROSTRUCTURE; NEURAL NETWORKS; PATTERN RECOGNITION; TIME SERIES ANALYSIS;

EID: 84910069898     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-319-11656-3_22     Document Type: Conference Paper
Times cited : (4)

References (24)
  • 1
    • 0036825901 scopus 로고    scopus 로고
    • Modified Support Vector Machine in Financial Time Series Forecasting
    • Francis, E.H., Chao, L.J.: Modified Support Vector Machine in Financial Time Series Forecasting. Neurocomputing 48, 847-861 (2002)
    • (2002) Neurocomputing , vol.48 , pp. 847-861
    • Francis, E.H.1    Chao, L.J.2
  • 2
    • 0035364957 scopus 로고    scopus 로고
    • Time Series Forecasting with Neural Network Ensembles: An Application for Exchange Rate Prediction
    • Zhang, G.P., Berardi, V.L.: Time Series Forecasting with Neural Network Ensembles: An Application for Exchange Rate Prediction. Journal of the Operational Research Society 52, 652-664 (2001)
    • (2001) Journal of the Operational Research Society , vol.52 , pp. 652-664
    • Zhang, G.P.1    Berardi, V.L.2
  • 3
    • 58749094998 scopus 로고    scopus 로고
    • Surveying Stock Market Forecasting Techniques Part II: Soft Computing Methods
    • Atsalakis, G.S., Valavanis, K.P.: Surveying Stock Market Forecasting Techniques Part II: Soft Computing Methods. Expert Systems with Applications 36, 5932-5941 (2009)
    • (2009) Expert Systems with Applications , vol.36 , pp. 5932-5941
    • Atsalakis, G.S.1    Valavanis, K.P.2
  • 4
    • 77958505860 scopus 로고    scopus 로고
    • A Comparative Survey of Artificial Intelligence Applications in Finance: Artificial Neural Networks, Expert System and Hybrid Intelligent Systems
    • Bahrammirzaee, A.: A Comparative Survey of Artificial Intelligence Applications in Finance: Artificial Neural Networks, Expert System and Hybrid Intelligent Systems. Neural Computing & Applications 19, 1165-1195 (2010)
    • (2010) Neural Computing & Applications , vol.19 , pp. 1165-1195
    • Bahrammirzaee, A.1
  • 6
    • 33748082327 scopus 로고    scopus 로고
    • An Evolutionary Approach to The Combination of Multiple Classifiers to Predict a Stock Price Index
    • Kim, M.J., Min, S.H., Han, I.: An Evolutionary Approach to The Combination of Multiple Classifiers to Predict a Stock Price Index. Expert Systems with Applications 31, 241-247 (2006)
    • (2006) Expert Systems with Applications , vol.31 , pp. 241-247
    • Kim, M.J.1    Min, S.H.2    Han, I.3
  • 8
    • 84863127407 scopus 로고    scopus 로고
    • Neural Network Ensemble Model using PPR and LS-SVR for Stock Market Forecasting
    • In: Huang, D.-S., Gan, Y., Bevilacqua, V., Figueroa, J.C. (eds.), Springer, Heidelberg
    • Wang, L., Wu, J.: Neural Network Ensemble Model using PPR and LS-SVR for Stock Market Forecasting. In: Huang, D.-S., Gan, Y., Bevilacqua, V., Figueroa, J.C. (eds.) ICIC 2011. LNCS, vol. 6838, pp. 1-8. Springer, Heidelberg (2011)
    • (2011) ICIC 2011. LNCS , vol.6838 , pp. 1-8
    • Wang, L.1    Wu, J.2
  • 9
    • 0037209499 scopus 로고    scopus 로고
    • Combination of Multiple Classifiers for The Customer’s Purchase Behavior Prediction
    • Kim, E., Kim, W., Lee, Y.: Combination of Multiple Classifiers for The Customer’s Purchase Behavior Prediction. Decision Support Systems 34, 167-175 (2003)
    • (2003) Decision Support Systems , vol.34 , pp. 167-175
    • Kim, E.1    Kim, W.2    Lee, Y.3
  • 10
    • 0037361032 scopus 로고    scopus 로고
    • Predicting Drug Dissolution Profiles with An Ensemble of Boosted Neural Networks: A Time Series Approach
    • Goh, W.Y., Lim, C.P., Peh, K.K.: Predicting Drug Dissolution Profiles with An Ensemble of Boosted Neural Networks: A Time Series Approach. IEEE Transactions on Neural Networks 14, 459-463 (2003)
    • (2003) IEEE Transactions on Neural Networks , vol.14 , pp. 459-463
    • Goh, W.Y.1    Lim, C.P.2    Peh, K.K.3
  • 11
    • 77958489667 scopus 로고    scopus 로고
    • High-Resolution Space-Time Rainfall Analysis using Integrated ANN Inference Systems
    • Langella, G., Basile, A., Bonfante, A., Terribile, F.: High-Resolution Space-Time Rainfall Analysis using Integrated ANN Inference Systems. Journal of Hydrology 387, 328-342 (2010)
    • (2010) Journal of Hydrology , vol.387 , pp. 328-342
    • Langella, G.1    Basile, A.2    Bonfante, A.3    Terribile, F.4
  • 12
    • 80052149882 scopus 로고    scopus 로고
    • Validation and Forecasting Accuracy in Models of Climate Change
    • Fildes, R., Kourentzes, N.: Validation and Forecasting Accuracy in Models of Climate Change. International Journal of Forecasting 27, 968-995 (2011)
    • (2011) International Journal of Forecasting , vol.27 , pp. 968-995
    • Fildes, R.1    Kourentzes, N.2
  • 13
    • 56349139168 scopus 로고    scopus 로고
    • Predicting Software Reliability with Neural Network Ensembles
    • Zheng, J.: Predicting Software Reliability with Neural Network Ensembles. Expert Systems with Applications 36, 2116-2122 (2009)
    • (2009) Expert Systems with Applications , vol.36 , pp. 2116-2122
    • Zheng, J.1
  • 14
    • 0003123930 scopus 로고    scopus 로고
    • Forecasting with Artificial Neural Networks: The State of The Art
    • Zhang, G., Patuwo, B.E., Hu, M.Y.: Forecasting with Artificial Neural Networks: The State of The Art. International Journal of Forecasting 14, 35-62 (1998)
    • (1998) International Journal of Forecasting , vol.14 , pp. 35-62
    • Zhang, G.1    Patuwo, B.E.2    Hu, M.Y.3
  • 15
    • 0022471098 scopus 로고
    • Learning Representations by BackPropagating Errors
    • Rumelhart, D.E., Hinton, G.E., Williams, R.J.: Learning Representations by BackPropagating Errors. Nature 323, 533-536 (1986)
    • (1986) Nature , vol.323 , pp. 533-536
    • Rumelhart, D.E.1    Hinton, G.E.2    Williams, R.J.3
  • 16
    • 0024861871 scopus 로고
    • Approximation by Superpositions of Sigmoidal Function
    • Cybenko, G.: Approximation by Superpositions of Sigmoidal Function. Math. Contr. Signals Syst. 2, 303-314 (1989)
    • (1989) Math. Contr. Signals Syst , vol.2 , pp. 303-314
    • Cybenko, G.1
  • 17
    • 0024866495 scopus 로고
    • On The Approximate Realization of Continuous Mappings by Neural Networks
    • Funahashi, K.-I.: On The Approximate Realization of Continuous Mappings by Neural Networks. Neural Networks 2, 183-192 (1989)
    • (1989) Neural Networks , vol.2 , pp. 183-192
    • Funahashi, K.-I.1
  • 18
    • 0025751820 scopus 로고
    • Approximation Capabilities of Multilayer Feedforward Networks
    • Hornik, K.: Approximation Capabilities of Multilayer Feedforward Networks. Neural Networks 4, 251-257 (1991)
    • (1991) Neural Networks , vol.4 , pp. 251-257
    • Hornik, K.1
  • 19
    • 71349086364 scopus 로고    scopus 로고
    • Ensemble with Neural Networks for Bankruptcy Prediction
    • Kim, M.-J., Kang, D.-K.: Ensemble with Neural Networks for Bankruptcy Prediction. Expert Systems with Applications 37, 3373-3379 (2010)
    • (2010) Expert Systems with Applications , vol.37 , pp. 3373-3379
    • Kim, M.-J.1    Kang, D.-K.2
  • 22
    • 0032584970 scopus 로고    scopus 로고
    • Time-Delay Recurrent Neural Network for Temporal Correlations and Prediction
    • Kim, S.S.: Time-Delay Recurrent Neural Network for Temporal Correlations and Prediction. Neurocomputing 20, 253-263 (1998)
    • (1998) Neurocomputing , vol.20 , pp. 253-263
    • Kim, S.S.1
  • 23
    • 0022011031 scopus 로고
    • Input-Output Parametric Models for Non-Linear Systems. Part I: Deterministic Non-Linear Systems
    • Leontaritis, I.J., Billings, S.A.: Input-Output Parametric Models for Non-Linear Systems. Part I: Deterministic Non-Linear Systems. International Journal of Control 41, 303-328 (1985)
    • (1985) International Journal of Control , vol.41 , pp. 303-328
    • Leontaritis, I.J.1    Billings, S.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.