Stock price prediction using intraday and AHIPMI data

ICONIP 2002 - Proceedings of the 9th International Conference on Neural Information Processing: Computational Intelligence for the E-Age

Volumn 5, Issue , 2002, Pages 2167-2171

  Lam, K P ^a   Mok, P Y ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

ARTIFICIAL INTELLIGENCE; COSTS; ELECTRONIC TRADING; FINANCIAL MARKETS; FORECASTING; INFORMATION SCIENCE; NONLINEAR SYSTEMS; REGRESSION ANALYSIS;

LINEAR REGRESSION MODELS; LINEAR RELATIONSHIPS; LINEAR-NONLINEAR MODELS; NON-LINEAR MODEL; NONLINEAR NEURAL NETWORKS; PREDICTION ACCURACY; ROBUST PREDICTIONS; STOCK PRICE PREDICTION;

LINEAR REGRESSION;

EID: 84971669623     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICONIP.2002.1201876     Document Type: Conference Paper

References (8)

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2. Lam KP. "Predictability of Intraday Stock Index", Proc. IEEE Int. Joint Conf. Neural Networks, pp. 2156-2161, WCCI '02, Hawaii, 2002.
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5. Ng HS and Lam KP, "Modeling of NASDAQ-GEM Stock Price Relationship Using Neural Network", Proc. of IEEE Int'l Conf. on Management of Innovation and Technology, Vol. 1, pp.41-46, 2000.
6. Granger C, "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods", Econometrica, Vol. 37, pp. 424-438, 1969.
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8. Engle R and Granger C, "Co-Integration and Error Correction: Representation, Estimation, and Testing", Econometrica, Vol. 55, pp. 251-276. 1987.