Neural networks in applied statistics
Technometrics
Independent component analysis: theory and applications
Independent component analysis: theory and applications
Independent component analysis: algorithms and applications
Neural Networks
Neural Networks: A Comprehensive Foundation
Neural Networks: A Comprehensive Foundation
Time Series Analysis, Forecasting and Control
Time Series Analysis, Forecasting and Control
A survey on wavelet applications in data mining
ACM SIGKDD Explorations Newsletter
Adaptive Blind Signal and Image Processing: Learning Algorithms and Applications
Adaptive Blind Signal and Image Processing: Learning Algorithms and Applications
Face recognition using independent component analysis and support vector machines
Pattern Recognition Letters - Special issue: Audio- and video-based biometric person authentication (AVBPA 2001)
A fusion model of HMM, ANN and GA for stock market forecasting
Expert Systems with Applications: An International Journal
Design and implementation of NN5 for Hong Kong stock price forecasting
Engineering Applications of Artificial Intelligence
Intelligent technical analysis based equivolume charting for stock trading using neural networks
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Surveying stock market forecasting techniques - Part II: Soft computing methods
Expert Systems with Applications: An International Journal
A neural network with a case based dynamic window for stock trading prediction
Expert Systems with Applications: An International Journal
Stock market prediction of S&P 500 via combination of improved BCO approach and BP neural network
Expert Systems with Applications: An International Journal
The use of data mining and neural networks for forecasting stock market returns
Expert Systems with Applications: An International Journal
Artificial neural networks with evolutionary instance selection for financial forecasting
Expert Systems with Applications: An International Journal
Spatially adaptive wavelet thresholding with context modeling for image denoising
IEEE Transactions on Image Processing
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
A dynamic meta-learning rate-based model for gold market forecasting
Expert Systems with Applications: An International Journal
Using ridge regression with genetic algorithm to enhance real estate appraisal forecasting
Expert Systems with Applications: An International Journal
Short-term wind speed forecasting based on a hybrid model
Applied Soft Computing
Hi-index | 12.06 |
The forecasting of stock price is one of the most challenging tasks in investment/financial decision-making since stock prices/indices are inherently noisy and non-stationary. In this paper, an integrated independent component analysis (ICA)-based denoising scheme with neural network is proposed for stock price prediction. The proposed approach first uses ICA on the forecasting variables to generate the independent components (ICs). After identifying and removing the ICs containing the noise, the rest of the ICs are then used to reconstruct the forecasting variables. The reconstructed forecasting variables will contain less noise information and are served as the input variables of the neural network model to build the forecasting model. The TAIEX closing index and Nikkei 225 opening index are used as illustrative examples to evaluate the performance of the proposed model. Experimental results show that the proposed model outperforms the integrated wavelet denoising technique with BPN model, the BPN model with non-filtered forecasting variables, and a random walk model.