FINANCIAL TIME SERIES FORECASTING BY NEURAL NETWORK USING CONJUGATE GRADIENT LEARNING ALGORITHM AND MULTIPLE LINEAR REGRESSION WEIGHT INITIALIZATION

By Chi-Cheong Wong, M. Chan, Chi-Chung Lam. 2000

76 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. V. Menon
2. Bing Yang
3. Wenqi Yang
4. Kritik Soman
5. Sreelekshmy Selvin
6. Zi-Jia Gong
7. E. Gopalakrishnan
8. R. Vinayakumar

Citations in the corpus

• Stock price prediction using LSTM, RNN and CNN-sliding window model (2017, methodology): “In [14], a NN model using technical analysis variables have been implemented for the prediction of Shanghai stock market.”
• Stock market index prediction using deep neural network ensemble (2017, background): “During the past few decades, forecasting of price fluctuations for stock markets have been investigated via various artificial intelligence methods[1–3].”