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AUSDM
2007
Springer
104views Data Mining» more  AUSDM 2007»
13 years 9 months ago
Effectiveness of Using Quantified Intermarket Influence for Predicting Trading Signals of Stock Markets
This paper investigates the use of influence from foreign stock markets (intermarket influence) to predict the trading signals, buy, hold and sell, of the of a given stock market....
Chandima Tilakaratne, Musa A. Mammadov, Sidney A. ...
SOCO
2002
Springer
13 years 5 months ago
Granular neural web agents for stock prediction
A granular neural Web-based stock prediction agent is developed using the granular neural network (GNN) that can discover fuzzy rules. Stock data sets are downloaded from www.yahoo...
Yan-Qing Zhang, Somasheker Akkaladevi, George J. V...
ITCC
2005
IEEE
13 years 11 months ago
Real Stock Trading Using Soft Computing Models
The main focus of this study is to compare different performances of soft computing paradigms for predicting the direction of individuals stocks. Three different artificial intell...
Brent Doeksen, Ajith Abraham, Johnson P. Thomas, M...
HICSS
2005
IEEE
142views Biometrics» more  HICSS 2005»
13 years 11 months ago
Understand Corporate Rationales for Engaging in Reverse Stock Splits - A Data Mining Application
There has been much written on the individual topics of bankruptcy prediction, corporate performance, and reverse stock splits. However, there is little research into the relation...
Melody Y. Kiang, Dorothy M. Fisher, Steve A. Fishe...
ESWA
2010
118views more  ESWA 2010»
13 years 4 months ago
Integrating independent component analysis-based denoising scheme with neural network for stock price prediction
The forecasting of stock price is one of the most challenging tasks in investment/financial decision-making since stock prices/indices are inherently noisy and non-stationary. In ...
Chi-Jie Lu