IEA/AIE '00 Proceedings of the 13th international conference on Industrial and engineering applications of artificial intelligence and expert systems: Intelligent problem solving: methodologies and approaches
Eighteenth national conference on Artificial intelligence
IEEE Transactions on Knowledge and Data Engineering
Candlestick Tutor: An Intelligent Tool for Investment Knowledge Learning and Sharing
ICALT '05 Proceedings of the Fifth IEEE International Conference on Advanced Learning Technologies
Pattern Discovery of Fuzzy Time Series for Financial Prediction
IEEE Transactions on Knowledge and Data Engineering
Neural Networks - 2006 special issue: Earth sciences and environmental applications of computational intelligence
A recurrent neural network classifier for Doppler ultrasound blood flow signals
Pattern Recognition Letters
Expert Systems with Applications: An International Journal
A threshold varying bisection method for cost sensitive learning in neural networks
Expert Systems with Applications: An International Journal
Intelligent technical analysis based equivolume charting for stock trading using neural networks
Expert Systems with Applications: An International Journal
Recurrent neural networks employing Lyapunov exponents for analysis of doppler ultrasound signals
Expert Systems with Applications: An International Journal
Computers in Biology and Medicine
Applications of the Moving Average of nth -Order Difference Algorithm for Time Series Prediction
ADMA '07 Proceedings of the 3rd international conference on Advanced Data Mining and Applications
Hybrid IT2 NSFLS-1 Used to Predict the Uncertain MXNUSD Exchange Rate
HAIS '08 Proceedings of the 3rd international workshop on Hybrid Artificial Intelligence Systems
Analysis of EEG signals by implementing eigenvector methods/recurrent neural networks
Digital Signal Processing
Development and performance evaluation of FLANN based model for forecasting of stock markets
Expert Systems with Applications: An International Journal
Short-term stock price prediction based on echo state networks
Expert Systems with Applications: An International Journal
Combining recurrent neural networks with eigenvector methods for classification of ECG beats
Digital Signal Processing
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
A constraint-guided method with evolutionary algorithms for economic problems
Applied Soft Computing
A stock recommendation system exploiting rule discovery in stock databases
Information and Software Technology
Expert Systems with Applications: An International Journal
Recurrent neural networks employing Lyapunov exponents for analysis of ECG signals
Expert Systems with Applications: An International Journal
Financial market trading system with a hierarchical coevolutionary fuzzy predictive model
IEEE Transactions on Evolutionary Computation - Special issue on computational finance and economics
Computationally efficient FLANN-based intelligent stock price prediction system
IJCNN'09 Proceedings of the 2009 international joint conference on Neural Networks
Recurrent neural networks employing Lyapunov exponents for EEG signals classification
Expert Systems with Applications: An International Journal
Stock market trading rule discovery using two-layer bias decision tree
Expert Systems with Applications: An International Journal
Exhaustive and heuristic search approaches for learning a software defect prediction model
Engineering Applications of Artificial Intelligence
Predicting stock trends through technical analysis and nearest neighbor classification
SMC'09 Proceedings of the 2009 IEEE international conference on Systems, Man and Cybernetics
Probabilistic estimation of software size and effort
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Application notes: dynamic physical behavior analysis for financial trading decision support
IEEE Computational Intelligence Magazine
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
An intelligent fast sales forecasting model for fashion products
Expert Systems with Applications: An International Journal
Neuro-genetic system for stock index prediction
Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology - Evolutionary neural networks for practical applications
Expert Systems with Applications: An International Journal
Learning the funding momentum of research projects
PAKDD'11 Proceedings of the 15th Pacific-Asia conference on Advances in knowledge discovery and data mining - Volume Part II
Stock price prediction based on procedural neural networks
Advances in Artificial Neural Systems
A hybrid mining model based on neural network and kernel smoothing technique
ICCS'05 Proceedings of the 5th international conference on Computational Science - Volume Part III
An empirical study of volatility predictions: stock market analysis using neural networks
WINE'05 Proceedings of the First international conference on Internet and Network Economics
International Journal of Business Intelligence and Data Mining
Application of type-2 neuro-fuzzy modeling in stock price prediction
Applied Soft Computing
Expert Systems with Applications: An International Journal
Adaptive stock trading with dynamic asset allocation using reinforcement learning
Information Sciences: an International Journal
Local linear regression for estimating time series data
Computational Statistics & Data Analysis
A Novel Fuzzy Associative Memory Architecture for Stock Market Prediction and Trading
International Journal of Fuzzy System Applications
Trend forecasting of financial time series using PIPs detection and continuous HMM
Intelligent Data Analysis
Hi-index | 0.03 |
Three networks are compared for low false alarm stock trend predictions. Short-term trends, particularly attractive for neural network analysis, can be used profitably in scenarios such as option trading, but only with significant risk. Therefore, we focus on limiting false alarms, which improves the risk/reward ratio by preventing losses. To predict stock trends, we exploit time delay, recurrent, and probabilistic neural networks (TDNN, RNN, and PNN, respectively), utilizing conjugate gradient and multistream extended Kalman filter training for TDNN and RNN. We also discuss different predictability analysis techniques and perform an analysis of predictability based on a history of daily closing price. Our results indicate that all the networks are feasible, the primary preference being one of convenience