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GECCO
2005
Springer

Stock prediction based on financial correlation

9 years 4 months ago
Stock prediction based on financial correlation
In this paper, we propose a neuro-genetic stock prediction system based on financial correlation between companies. A number of input variables are produced from the relatively highly correlated companies. The genetic algorithm selects a set of informative input features among them for a recurrent neural network. It showed notable improvement over not only the buy-and-hold strategy but also the recurrent neural network using only the input variables from the target company. Categories and Subject Descriptors J.1 [Computer Applications]: Administrative Data Processing—Financial General Terms Experimentation Keywords Stock prediction, financial network, cross-correlation, feedforward neural network
Yung-Keun Kwon, Sung-Soon Choi, Byung Ro Moon
Added 27 Jun 2010
Updated 27 Jun 2010
Type Conference
Year 2005
Where GECCO
Authors Yung-Keun Kwon, Sung-Soon Choi, Byung Ro Moon
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