Granular neural web agents for stock prediction

By Yanqing Zhang, S. Akkaladevi, George J. Vachtsevanos, Tsau Young Lin. 2002

32 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Management Science and Operations Research

How researchers see this paper

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

In Artificial Intelligence

1. Kimon P. Valavanis
2. Pei-Chann Chang
3. Chin-Yuan Fan
4. George S. Atsalakis
5. Salim Lahmiri

In Management Science and Operations Research

1. Chin-Yuan Fan
2. George S. Atsalakis
3. Kimon P. Valavanis
4. Pei-Chann Chang
5. Salim Lahmiri
6. A. Ozbayoglu
7. Tugrul U. Daim
8. Erkam Güresen

Citations in the corpus

• A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017, neutral): “These are commonly used inputs in previous studies [29].”
• Surveying stock market forecasting techniques - Part II: Soft computing methods (2009, methodology): “(2000), Zhang et al. (2004) and Zhongxing and Liting (1993)”
• A Hybrid System Integrating a Wavelet and TSK Fuzzy Rules for Stock Price Forecasting (2008, methodology): “In general, there are two different methodologies for stock price prediction in using ANN as a research tool [68].”