Neural network revisited: perception on modified Poincare map of financial time-series data

被引：4

作者：

Situngkir, H ^{[1
]}

Surya, Y ^{[1
]}

机构：

[1] Bandung Fe Inst, Dept Computat Sociol, Bandung 40161, Indonesia

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2004年 / 344卷 / 1-2期

关键词：

neural network; prediction; poincare map; time series;

D O I：

10.1016/j.physa.2004.06.095

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

Artificial Neural Network Model for prediction of time-series data is revisited on analysis of the Indonesian stock-exchange data. We introduce the use of Multi-Layer Perceptron to percept the modified Poincare map of the given financial time-series data. The modified Poincare map is believed to become the pattern of the data that transforms the data in time-t versus the data in time-t + I graphically. We built the Multi-Layer Perceptron to percept and demonstrate predicting of the data for specific stock-exchange in Indonesia. (C) 2004 Elsevier B.V. All rights reserved.

引用

页码：100 / 103

页数：4

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