Time series prediction system of stock price using multi-branch neural networks

Takashi Yamashita, Kotaro Hirasawa, Takayuki Furuzuki

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

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. In this paper, a prediction system of a stock price using MBNNs is proposed. The result of our simulations shows that the proposed system has better accuracy than a system using conventional NNs.

Original languageEnglish
Title of host publicationProceedings of the SICE Annual Conference
Pages2057-2062
Number of pages6
Publication statusPublished - 2005
EventSICE Annual Conference 2005 - Okayama
Duration: 2005 Aug 8 → 2005 Aug 10

Other

OtherSICE Annual Conference 2005
CityOkayama
Period05/8/8 → 05/8/10

Fingerprint

Time series
Neural networks
Financial markets

Keywords

  • Multi-branch
  • Neural networks
  • Stock price prediction

ASJC Scopus subject areas

  • Engineering(all)

Cite this

Yamashita, T., Hirasawa, K., & Furuzuki, T. (2005). Time series prediction system of stock price using multi-branch neural networks. In Proceedings of the SICE Annual Conference (pp. 2057-2062)

Time series prediction system of stock price using multi-branch neural networks. / Yamashita, Takashi; Hirasawa, Kotaro; Furuzuki, Takayuki.

Proceedings of the SICE Annual Conference. 2005. p. 2057-2062.

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

Yamashita, T, Hirasawa, K & Furuzuki, T 2005, Time series prediction system of stock price using multi-branch neural networks. in Proceedings of the SICE Annual Conference. pp. 2057-2062, SICE Annual Conference 2005, Okayama, 05/8/8.
Yamashita T, Hirasawa K, Furuzuki T. Time series prediction system of stock price using multi-branch neural networks. In Proceedings of the SICE Annual Conference. 2005. p. 2057-2062
Yamashita, Takashi ; Hirasawa, Kotaro ; Furuzuki, Takayuki. / Time series prediction system of stock price using multi-branch neural networks. Proceedings of the SICE Annual Conference. 2005. pp. 2057-2062
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