메뉴 건너뛰기




Volumn 10, Issue 4, 2015, Pages

A stock market forecasting model combining two-directional two-dimensional principal component analysis and radial basis function neural network

Author keywords

[No Author keywords available]

Indexed keywords

ARTICLE; CHINA; CONTROLLED STUDY; DATA PROCESSING; ECONOMIC DEVELOPMENT; FORECASTING; INDEPENDENT COMPONENT ANALYSIS; INTERMETHOD COMPARISON; PREDICTION; PREDICTOR VARIABLE; PRINCIPAL COMPONENT ANALYSIS; RADIAL BASED FUNCTION; STOCK MARKET; TWO DIRECTIONAL TWO DIMENSIONAL PRINCIPAL COMPONENT ANALYSIS; VALIDITY; ARTIFICIAL NEURAL NETWORK; COMMERCIAL PHENOMENA; ECONOMICS; INVESTMENT; THEORETICAL MODEL;

EID: 84928792601     PISSN: None     EISSN: 19326203     Source Type: Journal    
DOI: 10.1371/journal.pone.0122385     Document Type: Article
Times cited : (28)

References (44)
  • 1
    • 79952958333 scopus 로고    scopus 로고
    • Integrating independent component analysis-based denoising scheme with neural network for stock price prediction
    • Lu CJ (2010) Integrating independent component analysis-based denoising scheme with neural network for stock price prediction. Expert Systems with Applications. 37(10): 7056-7064
    • (2010) Expert Systems with Applications. , vol.37 , Issue.10 , pp. 7056-7064
    • Lu, C.J.1
  • 2
    • 0000480869 scopus 로고
    • Efficient capital markets: A review of theory and empirical work
    • Fama EF (1970) Efficient capital markets: A review of theory and empirical work. Journal of Finance 25(2):383-417
    • (1970) Journal of Finance , vol.25 , Issue.2 , pp. 383-417
    • Fama, E.F.1
  • 3
    • 13844320579 scopus 로고    scopus 로고
    • Nonparametric efficiency testing of Asian markets using weekly data
    • PMID: 11083086
    • Los CA (2000) Nonparametric efficiency testing of Asian markets using weekly data. Advances in Econometrics 14: 329-363 PMID: 11083086
    • (2000) Advances in Econometrics , vol.14 , pp. 329-363
    • Los, C.A.1
  • 5
    • 84928808707 scopus 로고    scopus 로고
    • Economy barometer analysis of China stock market-A dynamic analysis based on the thermal optimal path method
    • (Guan Li Ke Xue Xue Bao)
    • Guo K, Zhou WX, Cheng SW (2012) Economy barometer analysis of China stock market-A dynamic analysis based on the thermal optimal path method, Journal of Management Sciences in China (Guan Li Ke Xue Xue Bao) 15 (1):1-10.
    • (2012) Journal of Management Sciences in China , vol.15 , Issue.1 , pp. 1-10
    • Guo, K.1    Zhou, W.X.2    Cheng, S.W.3
  • 6
    • 13544258711 scopus 로고    scopus 로고
    • A comparison between Fama and Frenchs model and artificial neural networks in predicting the Chinese Stock Market
    • Cao Q, Leggio KB, Schniederjans MJ (2005) A comparison between Fama and Frenchs model and artificial neural networks in predicting the Chinese Stock Market. Computers and Operations Research 32(10): 2499-2512
    • (2005) Computers and Operations Research , vol.32 , Issue.10 , pp. 2499-2512
    • Cao, Q.1    Leggio, K.B.2    Schniederjans, M.J.3
  • 9
    • 82255179126 scopus 로고    scopus 로고
    • Combining nonlinear independent component analysis and neural network for the prediction of Asian stock market indexes
    • DaiWS,Wu JY, Lu CH (2012) Combining nonlinear independent component analysis and neural network for the prediction of Asian stock market indexes. Expert systems with applications. 39(4):4444-4452.
    • (2012) Expert Systems with Applications. , vol.39 , Issue.4 , pp. 4444-4452
    • Dai, W.S.1    Wu, J.Y.2    Lu, C.H.3
  • 10
    • 84903398919 scopus 로고    scopus 로고
    • A feature fusion based forecasting model for financial time series
    • PMID: 24971455
    • Guo ZQ, Wang HQ, Liu Q, Yang J (2014) A Feature Fusion Based Forecasting Model for Financial Time Series. PLoS ONE 9(6): e101113. doi: 10.1371/journal.pone.0101113 PMID: 24971455
    • (2014) PLoS ONE , vol.9 , Issue.6 , pp. e101113
    • Guo, Z.Q.1    Wang, H.Q.2    Liu, Q.3    Yang, J.4
  • 14
    • 84876304176 scopus 로고    scopus 로고
    • Financial time series forecasting using LPP and SVM optimized by PSO
    • Guo ZQ,Wang HQ,Liu Q (2013) Financial time series forecasting using LPP and SVM optimized by PSO. Soft Computing. 17(5):805-818.
    • (2013) Soft Computing. , vol.17 , Issue.5 , pp. 805-818
    • Guo, Z.Q.1    Wang, H.Q.2    Liu, Q.3
  • 15
    • 13544267510 scopus 로고    scopus 로고
    • Forecasg stock market movement direction with support vector machine
    • Huang W, Nakamori Y, Wang SY (2005) Forecasg stock market movement direction with support vector machine. Computer and Operations Research. 32(10):2513-2522
    • (2005) Computer and Operations Research. , vol.32 , Issue.10 , pp. 2513-2522
    • Huang, W.1    Nakamori, Y.2    Wang, S.Y.3
  • 18
    • 3242748311 scopus 로고    scopus 로고
    • Predicting the exchange traded fund DIA with a combination of genetic algorithms and neural networks
    • Versace M, Bhatt R, Hinds O, Shiffer M(2004) Predicting the exchange traded fund DIA with a combination of genetic algorithms and neural networks. Expert Systems with Applications 27(3):417-425
    • (2004) Expert Systems with Applications , vol.27 , Issue.3 , pp. 417-425
    • Versace, M.1    Bhatt, R.2    Hinds, O.3    Shiffer, M.4
  • 21
    • 79956265885 scopus 로고    scopus 로고
    • A hybrid neural network cybernetic system for quantifying cross-market dynamics and business forecasting
    • Ao SI (2011) A hybrid neural network cybernetic system for quantifying cross-market dynamics and business forecasting. Soft computing 15(6):1041-1053
    • (2011) Soft Computing , vol.15 , Issue.6 , pp. 1041-1053
    • Ao, S.I.1
  • 22
    • 58749094998 scopus 로고    scopus 로고
    • Surveying stock market forecasting techniques-Part II: Soft computing methods
    • Atsalakis GS, Valavanis KP (2009) Surveying stock market forecasting techniques-Part II: Soft computing methods. Expert Systems with Applications 36(3):5932-5941
    • (2009) Expert Systems with Applications , vol.36 , Issue.3 , pp. 5932-5941
    • Atsalakis, G.S.1    Valavanis, K.P.2
  • 24
    • 0026065565 scopus 로고
    • Eigenfaces for recognition
    • PMID: 23964806
    • Turk M, Pentland A (1991) Eigenfaces for Recognition. Journal of Cognitive Neurosicence (1:) :71-86 doi: 10.1162/jocn.1991.3.1.71 PMID: 23964806
    • (1991) Journal of Cognitive Neurosicence , Issue.1 , pp. 71-86
    • Turk, M.1    Pentland, A.2
  • 25
    • 58149186230 scopus 로고    scopus 로고
    • Principal component analysis and BP neural network modeling for futures foresting
    • Huang Y, Bai M, Li ZZ (2007). Principal Component Analysis and BP Neural Network Modeling for Futures Foresting. Mathematics in Practice and Theory 37(13):23-27
    • (2007) Mathematics in Practice and Theory , vol.37 , Issue.13 , pp. 23-27
    • Huang, Y.1    Bai, M.2    Li, Z.Z.3
  • 27
    • 78049481395 scopus 로고    scopus 로고
    • Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches
    • Tsai C, Hsiao Y (2010) Combining multiple feature selection methods for stock prediction: union, intersection, and multi-intersection approaches, Decis. Support Syst. 50(1): 258-269.
    • (2010) Decis. Support Syst. , vol.50 , Issue.1 , pp. 258-269
    • Tsai, C.1    Hsiao, Y.2
  • 30
    • 82055180681 scopus 로고    scopus 로고
    • Spectral clustering method based on independent component analysis for time series
    • Guo C, Su M (2001) Spectral clustering method based on independent component analysis for time series. Systems Engineering Theory & Practice 31(10):1921-1931.
    • (2001) Systems Engineering Theory & Practice , vol.31 , Issue.10 , pp. 1921-1931
    • Guo, C.1    Su, M.2
  • 31
    • 84903383197 scopus 로고    scopus 로고
    • Integrating phase space reconstruction, independent component analysis and random forest for financial time series forecasting
    • Hong Kong
    • Yeh CC, Chang B, Lin HC (2009).Integrating phase space reconstruction, independent component analysis and random forest for financial time series forecasting. In The 29th Annual International Symposium on Forecasting, Hong Kong, pp 21-24
    • (2009) The 29th Annual International Symposium on Forecasting , pp. 21-24
    • Yeh, C.C.1    Chang, B.2    Lin, H.C.3
  • 32
    • 27844449908 scopus 로고    scopus 로고
    • (2D) 2PCA: 2- directional 2-dimensional PCA for efficient face representation and recognition
    • Zhang DQ, Zhou ZH (2005). (2D) 2PCA: 2- directional 2-dimensional PCA for efficient face representation and recognition. Neurocomputing 69(1-3):224-231
    • (2005) Neurocomputing , vol.69 , Issue.1-3 , pp. 224-231
    • Zhang, D.Q.1    Zhou, Z.H.2
  • 33
    • 0742268833 scopus 로고    scopus 로고
    • Two-dimensional PCA:A new approach to appear-ance-based face representation and recognition
    • Yang J, Zhang D, Alejandro FF, Yang JY (2004) Two-Dimensional PCA:A New Approach to Appear-ance-Based Face Representation and Recognition. IEEE Transactions on PAMI, 26(1):131-137.
    • (2004) IEEE Transactions on PAMI , vol.26 , Issue.1 , pp. 131-137
    • Yang, J.1    Zhang, D.2    Alejandro, F.F.3    Yang, J.Y.4
  • 34
    • 80052590857 scopus 로고    scopus 로고
    • A method for automatic stock trading combining technical analysis and nearest neighbor classification
    • Teixeira LA, Oliveira ALI (2010) A method for automatic stock trading combining technical analysis and nearest neighbor classification. Expert Systems with Applications. 37(10):6885-6890
    • (2010) Expert Systems with Applications. , vol.37 , Issue.10 , pp. 6885-6890
    • Teixeira, L.A.1    Oliveira, A.L.I.2
  • 36
    • 0346307721 scopus 로고    scopus 로고
    • A fast fixed-point algorithm for independent component analysis
    • Hyvärinen A, Oja E(1997). A fast fixed-point algorithm for independent component analysis. Neural Computation, 9(7):1483-1492
    • (1997) Neural Computation , vol.9 , Issue.7 , pp. 1483-1492
    • Hyvärinen, A.1    Oja, E.2
  • 37
    • 38649113208 scopus 로고    scopus 로고
    • Application of wrapper approach and composite classifier to the stock trend prediction
    • Huang CJ, Yang DX, Chuang YT (2008). Application of wrapper approach and composite classifier to the stock trend prediction. Expert Systems with Applications. 34(4):2870-287839.
    • (2008) Expert Systems with Applications , vol.34 , Issue.4 , pp. 2870-287839
    • Huang, C.J.1    Yang, D.X.2    Chuang, Y.T.3
  • 39
    • 0026116468 scopus 로고
    • Orthogonal least squares learning algorithm for radial basis function network. Neural Networks
    • PMID: 18276384
    • Chen S, Cowan CFN, Grant PM (1991) Orthogonal least squares learning algorithm for radial basis function network. Neural Networks, IEEE Transactions on Neural Networks. 2(2):302-309 PMID: 18276384
    • (1991) IEEE Transactions on Neural Networks. , vol.2 , Issue.2 , pp. 302-309
    • Chen, S.1    Cowan, C.F.N.2    Grant, P.M.3
  • 41
    • 84867889577 scopus 로고    scopus 로고
    • Integration of nonlinear independent component analysis and support vector regression for stock price forecasting
    • Kao LJ, Chiu CC, Lu CJ, Yang JL (2013) Integration of nonlinear independent component analysis and support vector regression for stock price forecasting. Neurocomputing. 99(1):534-542
    • (2013) Neurocomputing. , vol.99 , Issue.1 , pp. 534-542
    • Kao, L.J.1    Chiu, C.C.2    Lu, C.J.3    Yang, J.L.4
  • 42
    • 4944228528 scopus 로고    scopus 로고
    • Technical Report, Department of Computer Science and Information Engineering, University of National Taiwan, Taipei
    • Hsu CW, Chang CC, Lin CJ. A Practical Guide to Support Vector Classification. Technical Report, Department of Computer Science and Information Engineering, University of National Taiwan, Taipei, 2003, pp. 1-12.
    • (2003) A Practical Guide to Support Vector Classification , pp. 1-12
    • Hsu, C.W.1    Chang, C.C.2    Lin, C.J.3
  • 44
    • 0036856989 scopus 로고    scopus 로고
    • Face recognition by independent component analysis
    • PMID: 18244540
    • Bartlett MS, Movellan JR, Sejnowski TJ (2002). Face recognition by independent component analysis. IEEE transaction on Neural Networks 13(6):1450-1464 doi: 10.1109/TNN.2002.804287 PMID: 18244540
    • (2002) IEEE Transaction on Neural Networks , vol.13 , Issue.6 , pp. 1450-1464
    • Bartlett, M.S.1    Movellan, J.R.2    Sejnowski, T.J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.