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

Takashi Yamashita, Kotaro Hirasawa, Jinglu Hu

研究成果: Conference contribution

5 被引用数 (Scopus)

抄録

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.

本文言語English
ホスト出版物のタイトルKnowledge-Based Intelligent Information and Engineering Systems - 9th International Conference, KES 2005, Proceedings
出版社Springer Verlag
ページ1-7
ページ数7
ISBN(印刷版)3540288945, 9783540288947
DOI
出版ステータスPublished - 2005 1 1
イベント9th International Conference on Knowledge-Based Intelligent Information and Engineering Systems, KES 2005 - Melbourne, Australia
継続期間: 2005 9 142005 9 16

出版物シリーズ

名前Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
3681 LNAI
ISSN(印刷版)0302-9743
ISSN(電子版)1611-3349

Conference

Conference9th International Conference on Knowledge-Based Intelligent Information and Engineering Systems, KES 2005
CountryAustralia
CityMelbourne
Period05/9/1405/9/16

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Computer Science(all)

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