Open Access
Issue |
MATEC Web of Conferences
Volume 54, 2016
2016 7th International Conference on Mechanical, Industrial, and Manufacturing Technologies (MIMT 2016)
|
|
---|---|---|
Article Number | 05007 | |
Number of page(s) | 5 | |
Section | Computer information science and Its Applications | |
DOI | https://doi.org/10.1051/matecconf/20165405007 | |
Published online | 22 April 2016 |
- M. C. Chan, C. C. Wong, and C. C. Lam, Financial Time Series Forecasting by Neural Network Using Conjugate Gradient Learning Algorithm and Multiple Linear Regression Weight Initialization, Computing in Economics and Finance, (2000) [Google Scholar]
- R. J. Frank, N. davey, and S. P. Hunt, Time Series Prediction and Neural Networks, Jounal of Intelligent and Robotics System, Vol.31 Issue1-3, pp.91–103, (2001) [CrossRef] [Google Scholar]
- G. Zhou, and Y. Zhu. An Equilibrium Model of Moving-Average Predictability and Time-Series Momentum. Working Paper, Tsinghua University and Washington University in St. Louis (2013) [Google Scholar]
- Y. Zhu, and G. Zhou. Technical Analysis: An Asset Allocation Perspective on the Use of Moving Averages. Journal of Financial Economics, 92, 519–522. (2009) [CrossRef] [Google Scholar]
- R. D. Edwards and J. Magee, Technical Analysis of Stock Trends, John Magee, Inc., (1974) [Google Scholar]
- S. Cottle, R. F. Murray, F. E. Block, and D. L. Dodd, Graham and Dodd’s Security Analysis(5th edition), McGraw-Hill. (1988) [Google Scholar]
- S. M. Kendall and K. Ord, Time Series, Oxford, New York. (1997) [Google Scholar]
- Vatsal H. Shah, Machine LEarning Techniques for Stock Prediction, Technical Report, New York University, (2007) [Google Scholar]
- A Li Deng. Tutorial survey of architectures, algorithms, and applications for deep learning, APSIPA Transactions on Signal and Iformation Processing. Vol.3. (2014) [Google Scholar]
- T. Y. Mieko, T. Seiji, Adaptive Use of technical indicators for the prediction of intra-day stock prices. (2007) [Google Scholar]
- Adebiyi, A. A. and Ayo, C. K. and Adebiyi, M. and Otokiti, So O. An Improved Stock Price Prediction using Hybrid Market Indicators, African Journal of Computing & ICT, Vol.5. No.5, pp.124–135. (2012) [Google Scholar]
- H. Shi, X. Liu, Application on stock price prediction of Elman neural networks based on principal component analysis method, IEEE Transactions on Pattern Analysis and Machine Intelligence, Wavelet Active Media Technology and Information Processing (ICCWAMTIP), Vol.10, 411-414. (2014) [Google Scholar]
- J Wang, J Wang, W. Fang, H. Niu, Financial Time Series Prediction Using Elman Recurrent Random Neural Networks, Hindawi Publishing Corporation Computational Intelligence and Neuroscience, Article ID 613073. (2015) [Google Scholar]
- C. H. Cheng, L. Y. Wei, Y. S. Chen, Fusion ANFIS models based on multi-stock volatility causality for TAIEX forecasting, Neurocomputing, 3462–3468. (2009) [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.