Multi-branch neural networks and its application to stock price prediction

Takashi Yamashita; Kotaro Hirasawa; Jinglu Hu

doi:10.1007/11552413_1

Multi-branch neural networks and its application to stock price prediction

Takashi Yamashita^*, Kotaro Hirasawa, Jinglu Hu

^*Corresponding author for this work

Graduate School of Information, Production and Systems

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

6 Citations (Scopus)

Abstract

Recently, artificial neural networks have been utilized for financial market applications. We have so far shown that multi-branch neural networks (MBNNs) could have higher representation and generalization ability than conventional NNs. In this paper, a prediction system of a stock price using MBNNs is proposed. Using the stock prices in time series and other information, MBNNs can learn to predict the price of the next day. The result of our simulations shows that the proposed system has better accuracy than a system using conventional NNs.

Original language	English
Title of host publication	Knowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings
Publisher	Springer Verlag
Pages	1-7
Number of pages	7
ISBN (Print)	3540288945, 9783540288947
DOIs	https://doi.org/10.1007/11552413_1
Publication status	Published - 2005 Jan 1
Event	9th International Conference on Knowledge-Based Intelligent Information and Engineering Systems, KES 2005 - Melbourne, Australia Duration: 2005 Sep 14 → 2005 Sep 16

Publication series

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume	3681 LNAI
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Conference

Conference	9th International Conference on Knowledge-Based Intelligent Information and Engineering Systems, KES 2005
Country/Territory	Australia
City	Melbourne
Period	05/9/14 → 05/9/16

ASJC Scopus subject areas

Theoretical Computer Science
Computer Science(all)

Access to Document

10.1007/11552413_1

Cite this

Yamashita, T., Hirasawa, K., & Hu, J. (2005). Multi-branch neural networks and its application to stock price prediction. In Knowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings (pp. 1-7). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 3681 LNAI). Springer Verlag. https://doi.org/10.1007/11552413_1

Multi-branch neural networks and its application to stock price prediction. / Yamashita, Takashi; Hirasawa, Kotaro; Hu, Jinglu.

Knowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings. Springer Verlag, 2005. p. 1-7 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 3681 LNAI).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Yamashita, T, Hirasawa, K & Hu, J 2005, Multi-branch neural networks and its application to stock price prediction. in Knowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 3681 LNAI, Springer Verlag, pp. 1-7, 9th International Conference on Knowledge-Based Intelligent Information and Engineering Systems, KES 2005, Melbourne, Australia, 05/9/14. https://doi.org/10.1007/11552413_1

Yamashita T, Hirasawa K, Hu J. Multi-branch neural networks and its application to stock price prediction. In Knowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings. Springer Verlag. 2005. p. 1-7. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). https://doi.org/10.1007/11552413_1

Yamashita, Takashi ; Hirasawa, Kotaro ; Hu, Jinglu. / Multi-branch neural networks and its application to stock price prediction. Knowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings. Springer Verlag, 2005. pp. 1-7 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

@inproceedings{4ad52627cf5f4a15aa60d3723910069b,

title = "Multi-branch neural networks and its application to stock price prediction",

abstract = "Recently, artificial neural networks have been utilized for financial market applications. We have so far shown that multi-branch neural networks (MBNNs) could have higher representation and generalization ability than conventional NNs. In this paper, a prediction system of a stock price using MBNNs is proposed. Using the stock prices in time series and other information, MBNNs can learn to predict the price of the next day. The result of our simulations shows that the proposed system has better accuracy than a system using conventional NNs.",

author = "Takashi Yamashita and Kotaro Hirasawa and Jinglu Hu",

year = "2005",

month = jan,

day = "1",

doi = "10.1007/11552413_1",

language = "English",

isbn = "3540288945",

series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",

publisher = "Springer Verlag",

pages = "1--7",

booktitle = "Knowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings",

note = "9th International Conference on Knowledge-Based Intelligent Information and Engineering Systems, KES 2005 ; Conference date: 14-09-2005 Through 16-09-2005",

}

TY - GEN

T1 - Multi-branch neural networks and its application to stock price prediction

AU - Yamashita, Takashi

AU - Hirasawa, Kotaro

AU - Hu, Jinglu

PY - 2005/1/1

Y1 - 2005/1/1

N2 - Recently, artificial neural networks have been utilized for financial market applications. We have so far shown that multi-branch neural networks (MBNNs) could have higher representation and generalization ability than conventional NNs. In this paper, a prediction system of a stock price using MBNNs is proposed. Using the stock prices in time series and other information, MBNNs can learn to predict the price of the next day. The result of our simulations shows that the proposed system has better accuracy than a system using conventional NNs.

AB - Recently, artificial neural networks have been utilized for financial market applications. We have so far shown that multi-branch neural networks (MBNNs) could have higher representation and generalization ability than conventional NNs. In this paper, a prediction system of a stock price using MBNNs is proposed. Using the stock prices in time series and other information, MBNNs can learn to predict the price of the next day. The result of our simulations shows that the proposed system has better accuracy than a system using conventional NNs.

UR - http://www.scopus.com/inward/record.url?scp=33745291962&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=33745291962&partnerID=8YFLogxK

U2 - 10.1007/11552413_1

DO - 10.1007/11552413_1

M3 - Conference contribution

AN - SCOPUS:33745291962

SN - 3540288945

SN - 9783540288947

T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

SP - 1

EP - 7

BT - Knowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings

PB - Springer Verlag

T2 - 9th International Conference on Knowledge-Based Intelligent Information and Engineering Systems, KES 2005

Y2 - 14 September 2005 through 16 September 2005

ER -

Multi-branch neural networks and its application to stock price prediction

Abstract

Publication series

Conference

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this