Neural network revisited: perception on modified Poincare map of financial time-series data

被引：4
|
作者：
Situngkir, H [1 ]
Surya, Y [1 ]
机构：
[1] Bandung Fe Inst, Dept Computat Sociol, Bandung 40161, Indonesia
来源：
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2004年 / 344卷 / 1-2期
关键词：
neural network; prediction; poincare map; time series;
D O I：
10.1016/j.physa.2004.06.095
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
Artificial Neural Network Model for prediction of time-series data is revisited on analysis of the Indonesian stock-exchange data. We introduce the use of Multi-Layer Perceptron to percept the modified Poincare map of the given financial time-series data. The modified Poincare map is believed to become the pattern of the data that transforms the data in time-t versus the data in time-t + I graphically. We built the Multi-Layer Perceptron to percept and demonstrate predicting of the data for specific stock-exchange in Indonesia. (C) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码：100 / 103
页数：4
相关论文
共 50 条
  • [1] Research on time-series data mining based on neural network
    Wu, ZH
    Han, X
    ISTM/2003: 5TH INTERNATIONAL SYMPOSIUM ON TEST AND MEASUREMENT, VOLS 1-6, CONFERENCE PROCEEDINGS, 2003, : 1465 - 1467
  • [2] Financial Time-series Data Analysis using Deep Convolutional Neural Networks
    Chen, Jou-Fan
    Chen, Wei-Lun
    Huang, Chun-Ping
    Huang, Szu-Hao
    Chen, An-Pin
    2016 7TH INTERNATIONAL CONFERENCE ON CLOUD COMPUTING AND BIG DATA (CCBD), 2016, : 87 - 92
  • [3] Neural Decomposition of Time-Series Data
    Godfrey, Luke B.
    Gashler, Michael S.
    2017 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC), 2017, : 2796 - 2801
  • [4] Modified wavelet neural network in function approximation and its application in prediction of time-series pollution data
    Zainuddin, Zarita
    Pauline, Ong
    APPLIED SOFT COMPUTING, 2011, 11 (08) : 4866 - 4874
  • [5] Data Driven Financial Time-Series Forecasting
    Zhong, Qiang
    Li, Dan
    SEVENTH WUHAN INTERNATIONAL CONFERENCE ON E-BUSINESS, VOLS I-III: UNLOCKING THE FULL POTENTIAL OF GLOBAL TECHNOLOGY, 2008, : 1744 - 1749
  • [6] State Initialization for Recurrent Neural Network Modeling of Time-Series Data
    Mohajerin, Nima
    Waslander, Steven L.
    2017 INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS (IJCNN), 2017, : 2330 - 2337
  • [7] Simulating Time-Series Data for Improved Deep Neural Network Performance
    Yeomans, Jordan
    Thwaites, Simon
    Robertson, William S. P.
    Booth, David
    Ng, Brian
    Thewlis, Dominic
    IEEE ACCESS, 2019, 7 : 131248 - 131255
  • [8] Recurrent Neural Networks for Financial Time-Series Modelling
    Tsang, Gavin
    Deng, Jingjing
    Xie, Xianghua
    2018 24TH INTERNATIONAL CONFERENCE ON PATTERN RECOGNITION (ICPR), 2018, : 892 - 897
  • [9] A local linear radial basis function neural network for financial time-series forecasting
    Nekoukar, Vahab
    Beheshti, Mohammad Taghi Hamidi
    APPLIED INTELLIGENCE, 2010, 33 (03) : 352 - 356
  • [10] A local linear radial basis function neural network for financial time-series forecasting
    Vahab Nekoukar
    Mohammad Taghi Hamidi Beheshti
    Applied Intelligence, 2010, 33 : 352 - 356
12345