Isolating Stock Prices Variation with Neural Networks

DOI10.1007/978-3-642-03969-0_37MaRDI QIDQ3405780zbMATH OpenOpenAlexFDO

Authors Chrisina Draganova, Andreas Lanitis, Chris Christodoulou

Publication date 11 February 2010

Published in Engineering Applications of Neural Networks (Search for Journal in Brave)

Full work available at URL http://roar.uel.ac.uk/607/1/Draganova%2C%20C%20%282009%29%20EANN%20CCIS%2043%20401-8.pdf

zbMATH Keywords

multivariate statisticsneural networksone-to-many mappingstock price prediction

Mathematics Subject Classification ID

Neural nets and related approaches to inference from stochastic processes (62M45) Learning and adaptive systems in artificial intelligence (68T05) Statistical methods; risk measures (91G70)

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Cites work

• A Quantified Sensitivity Measure for Multilayer Perceptron to Input Perturbation
• Developments of the generative topographic mapping
• scientific article; zbMATH DE number 4086787 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 928746 (Why is no real title available?)
• Learning representations by back-propagating errors

Cited in

(3)

• Predicting stock prices based on informed traders' activities using deep neural networks
• The application of neural networks to predict abnormal stock returns using insider trading data
• Combining data envelopment analysis with neural networks: application to analysis of stock prices

Describes a project that uses

Uses Software

• GTM

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