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

Takashi Yamashita, Kotaro Hirasawa, Jinglu Hu

研究成果: Paper査読

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. 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.

本文言語English
ページ2057-2062
ページ数6
出版ステータスPublished - 2005 12 1
イベントSICE Annual Conference 2005 - Okayama, Japan
継続期間: 2005 8 82005 8 10

Conference

ConferenceSICE Annual Conference 2005
CountryJapan
CityOkayama
Period05/8/805/8/10

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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