http://scholars.ntou.edu.tw/handle/123456789/17069
標題: | Stock market trend prediction using ARIMA-based neural networks |
作者: | Jung-Hua Wang Jia-Yann Leu |
公開日期: | 六月-1996 |
出版社: | IEEE |
會議論文: | Proceedings of International Conference on Neural Networks (ICNN'96) Washington, DC, USA |
摘要: | We develop a prediction system useful in forecasting mid-term price trend in Taiwan stock market (Taiwan stock exchange weighted stock index, abbreviated as TSEWSI). The system is based on a recurrent neural network trained by using features extracted from ARIMA analyses. By differencing the raw data of the TSEWSI series and then examining the autocorrelation and partial autocorrelation function p... |
URI: | http://scholars.ntou.edu.tw/handle/123456789/17069 |
DOI: | 10.1109/ICNN.1996.549236 |
顯示於: | 電機工程學系 |
在 IR 系統中的文件,除了特別指名其著作權條款之外,均受到著作權保護,並且保留所有的權利。