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 language | English |
|---|---|
| Title of host publication | Proceedings of the SICE Annual Conference |
| Pages | 2057-2062 |
| Number of pages | 6 |
| Publication status | Published - 2005 |
| Event | SICE Annual Conference 2005 - Okayama Duration: 2005 Aug 8 → 2005 Aug 10 |
Other
| Other | SICE Annual Conference 2005 |
|---|---|
| City | Okayama |
| Period | 05/8/8 → 05/8/10 |
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Keywords
- Multi-branch
- Neural networks
- Stock price prediction
ASJC Scopus subject areas
- Engineering(all)
Cite this
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
}
TY - GEN
T1 - Time series prediction system of stock price using multi-branch neural networks
AU - Yamashita, Takashi
AU - Hirasawa, Kotaro
AU - Furuzuki, Takayuki
PY - 2005
Y1 - 2005
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. 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.
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. 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.
KW - Multi-branch
KW - Neural networks
KW - Stock price prediction
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UR - http://www.scopus.com/inward/citedby.url?scp=33645306297&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:33645306297
SP - 2057
EP - 2062
BT - Proceedings of the SICE Annual Conference
ER -