Application of multi-branch neural networks to stock market prediction

Takashi Yamashita, Kotaro Hirasawa, Takayuki Furuzuki

Research output: Chapter in Book/Report/Conference proceedingConference contribution

14 Citations (Scopus)

Abstract

Recently, artificial neural networks (ANNs) have been utilized for financial market applications. On the other hand, we have so far shown that multi-branch neural networks (MBNNs) could have higher representation and generalization ability than conventional NNs. In this paper, we investigate the accuracy of prediction of TOPIX (Tokyo Stock Exchange Prices Indexes) using MBNNs. Using the TOPIX related values in time series and other information, MBNNs can learn the characteristics of time series and predict the TOPIX values of the next day. Several simulations were carried out in order to compare the proposed predictor using MBNNs with that using conventional NNs. The results show that the proposed method can have higher accuracy of the prediction.

Original languageEnglish
Title of host publicationProceedings of the International Joint Conference on Neural Networks
Pages2544-2548
Number of pages5
Volume4
DOIs
Publication statusPublished - 2005
EventInternational Joint Conference on Neural Networks, IJCNN 2005 - Montreal, QC
Duration: 2005 Jul 312005 Aug 4

Other

OtherInternational Joint Conference on Neural Networks, IJCNN 2005
CityMontreal, QC
Period05/7/3105/8/4

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Neural networks
Time series
Financial markets

ASJC Scopus subject areas

  • Software

Cite this

Yamashita, T., Hirasawa, K., & Furuzuki, T. (2005). Application of multi-branch neural networks to stock market prediction. In Proceedings of the International Joint Conference on Neural Networks (Vol. 4, pp. 2544-2548). [1556303] https://doi.org/10.1109/IJCNN.2005.1556303

Application of multi-branch neural networks to stock market prediction. / Yamashita, Takashi; Hirasawa, Kotaro; Furuzuki, Takayuki.

Proceedings of the International Joint Conference on Neural Networks. Vol. 4 2005. p. 2544-2548 1556303.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Yamashita, T, Hirasawa, K & Furuzuki, T 2005, Application of multi-branch neural networks to stock market prediction. in Proceedings of the International Joint Conference on Neural Networks. vol. 4, 1556303, pp. 2544-2548, International Joint Conference on Neural Networks, IJCNN 2005, Montreal, QC, 05/7/31. https://doi.org/10.1109/IJCNN.2005.1556303
Yamashita T, Hirasawa K, Furuzuki T. Application of multi-branch neural networks to stock market prediction. In Proceedings of the International Joint Conference on Neural Networks. Vol. 4. 2005. p. 2544-2548. 1556303 https://doi.org/10.1109/IJCNN.2005.1556303
Yamashita, Takashi ; Hirasawa, Kotaro ; Furuzuki, Takayuki. / Application of multi-branch neural networks to stock market prediction. Proceedings of the International Joint Conference on Neural Networks. Vol. 4 2005. pp. 2544-2548
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