Stock market prediction system with modular neural networks
By T. Kimoto, K. Asakawa, M. Yoda, Masakazu Takeoka. 1990
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- George S. Atsalakis
- Seungwoo Jeon
- Ping-Feng Pai
- Bonghee Hong
- Kimon P. Valavanis
- Lijuan Cao
- Victor I. Chang
- Francis Eng Hock Tay
Citations in the corpus
- Financial market prediction system with Evolino neural network and Delphi method (2013, methodology): “Kimoto et al. (1990) proposed a stock market prediction system with modular neural networks; Wang and Leu (1996) used ARIMA-based neural networks.”
- Modified support vector machines in financial time series forecasting (2002, background): “Over the past few years, neural networks have been successfully used for modeling nancial time series ranging from options price [5], corporate bond rating [9], stock index trading [8] to currency exchange [24].”
- Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009, unknown): “…, 2000 ; Halliday , 2004 ; Harvey , Travens , & Costa , 2000 ; Hassan , Nath , & Kirley , 2007 ; Jang , 1992 ; Kim & Chun , 1998 ; Kim , 1998 ; Kimoto , Asakawa , Yoda , & Takeoka , 1990 ; Koulouriotis , Diakoula - kis , & Emiris , 2001 ; Kuo & Cohen , 1998 ; Leung , Daouk , & Chen , 2000 ;…”
- Stock market forecasting using hidden Markov model: a new approach (2005, background): “Key Words: HMM, stock market forecasting, financial time series, feature selection”
- Neural Networks and Financial Trading and the Efficient Markets Hypothesis (2002, background): “If such patterns exist, then it is possible in principle to apply automated pattern recognition techniques such as neural networks to the discovery of these patterns.”
- Trading Equity Index Futures With a Neural Network (1992, background): “Generate improved risk ratings of bonds (Dutta and Shekhar [1988], Surkan and Singleton [1992], and Collins, Ghosh, and Scofield [1988]) Search for regularities in the price movements of an individual stock (White [1988]) Classitjr multiple stocks as to upside potential using fundamental and general”
- A hybrid ARIMA and support vector machines model in stock price forecasting (2005, methodology): “Kimoto and Asakawa [1] used modular neural networks to predict the timing of buying and selling for the Tokyo Stock Exchange.”
- Application Of Neural Network To Technical Analysis Of Stock Market Prediction (2001, background): “Some are applied to predicting future price or rate of changes [4], and some are applied to recognizing certain price patterns that are characteristic of future price changes [5].”