Time Interval Analysis on Price Prediction in Stock Market Based on General Regression Neural Networks

被引：0

作者：

Wang, Yong ^{[1
]}

Xing, Hongjie ^{[2
]}

机构：

[1] Chinese Acad Sci, Beijing Grad Sch, Beijing 100049, Peoples R China

[2] Hebei Univ, Coll Math & Comp Sci, Baoding 071002, Peoples R China

来源：

ADVANCED RESEARCH ON ELECTRONIC COMMERCE, WEB APPLICATION, AND COMMUNICATION, PT 2 | 2011年 / 144卷

基金：

中国博士后科学基金; 中国国家自然科学基金;

关键词：

time interval; prediction; stock market; GRNN;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper studied the price prediction in sock market based on general regression neural networks (GRNN), and paid more attention to analyzing the time interval effect on the prediction model. Simulations and comparisons were made on actual data and pointed out the relationship between the time interval and the prediction error is not monotonic rise or monotonic decline. Finally, some guidelines for further development were outlined.

引用

页码：160 / +

页数：2

共 50 条

[41] Association rule-based multilevel regression pricing and artificial neural networks based land selling price prediction based on market value
Krishnasamy, Srinivasan
Rajiah, Murugasan
SenthilKumar, Krishna Kumari
Rajendiran, Shanker Nagalingam
CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE, 2023, 35 (05):
[42] Stock Market Prediction: A Time Series Analysis
Majumder, Anup
Rahman, Md Mahbubur
Biswas, Al Amin
Zulfiker, Md Sabab
Basak, Sarnali
SMART SYSTEMS: INNOVATIONS IN COMPUTING (SSIC 2021), 2022, 235 : 389 - 401
[43] Exploring the Effectiveness of Deep Neural Networks with Technical Analysis Applied to Stock Market Prediction
Lee, Ming-Che
Chang, Jia-Wei
Hung, Jason C.
Chen, Bae-Ling
COMPUTER SCIENCE AND INFORMATION SYSTEMS, 2021, 18 (02) : 401 - 418
[44] A Novel NLP-based Stock Market Price Prediction and Risk Analysis Framework
Zain-ul-Abideen
Ali, Raja Hashim
Ijaz, Ali Zeeshan
Khan, Talha Ali
JOURNAL OF COMPUTER SCIENCE & TECHNOLOGY, 2024, 24 (02): : 74 - 87
[45] Integrating metaheuristics and Artificial Neural Networks for improved stock price prediction
Gocken, Mustafa
Ozcalici, Mehmet
Boru, Asli
Dosdogru, Ayse Tugba
EXPERT SYSTEMS WITH APPLICATIONS, 2016, 44 : 320 - 331
[46] Variable Selection for Artificial Neural Networks with Applications for Stock Price Prediction
Kim, Gang-Hoo
Kim, Sung-Ho
APPLIED ARTIFICIAL INTELLIGENCE, 2019, 33 (01) : 54 - 67
[47] Stock Price Prediction using Neural Networks with RasID-GA
Mabu, Shingo
Chen, Yan
Sohn, Dongkyu
Shimada, Kaoru
Hirasawa, Kotaro
IEEJ TRANSACTIONS ON ELECTRICAL AND ELECTRONIC ENGINEERING, 2009, 4 (03) : 392 - 403
[48] Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction
Adebiyi, Ayodele Ariyo
Adewumi, Aderemi Oluyinka
Ayo, Charles Korede
JOURNAL OF APPLIED MATHEMATICS, 2014,
[49] A novel interval dual convolutional neural network method for interval-valued stock price prediction
Jiang, Manrui
Chen, Wei
Xu, Huilin
Liu, Yanxin
Pattern Recognition, 2024, 145
[50] A novel interval dual convolutional neural network method for interval-valued stock price prediction
Jiang, Manrui
Chen, Wei
Xu, Huilin
Liu, Yanxin
PATTERN RECOGNITION, 2024, 145

← 1 2 3 4 5 →