Advanced algorithms for neural networks: a C++ sourcebook
Advanced algorithms for neural networks: a C++ sourcebook
The nature of statistical learning theory
The nature of statistical learning theory
Neuro-fuzzy and soft computing: a computational approach to learning and machine intelligence
Neuro-fuzzy and soft computing: a computational approach to learning and machine intelligence
Making large-scale support vector machine learning practical
Advances in kernel methods
Neural Networks for Pattern Recognition
Neural Networks for Pattern Recognition
Hybrid Intelligent Systems for Stock Market Analysis
ICCS '01 Proceedings of the International Conference on Computational Science-Part II
Neuro Fuzzy Systems: Sate-of-the-Art Modeling Techniques
IWANN '01 Proceedings of the 6th International Work-Conference on Artificial and Natural Neural Networks: Connectionist Models of Neurons, Learning Processes and Artificial Intelligence-Part I
SVMTorch: support vector machines for large-scale regression problems
The Journal of Machine Learning Research
Boosting the differences: A fast Bayesian classifier neural network
Intelligent Data Analysis
Modeling chaotic behavior of stock indices using intelligent paradigms
Neural, Parallel & Scientific Computations - Special issue: Advances in intelligent systems and applications
Flexible neural trees ensemble for stock index modeling
Neurocomputing
Integrating Ensemble of Intelligent Systems for Modeling Stock Indices
IWANN '03 Proceedings of the 7th International Work-Conference on Artificial and Natural Neural Networks: Part II: Artificial Neural Nets Problem Solving Methods
| Hi-index | 0.00 |
The use of intelligent systems for stock market predictions has been widely established. In this paper, we investigate how the seemingly chaotic behavior of stock markets could be well represented using several connectionist paradigms and soft computing techniques. To demonstrate the different techniques, we considered Nasdaq-100 index of Nasdaq Stock MarketTM and the S&P CNX NIFTY stock index. We analyzed 7 year's Nasdaq 100 main index values and 4 year's NIFTY index values. This paper investigates the development of a reliable and efficient technique to model the seemingly chaotic behavior of stock markets. We considered an artificial neural network trained using Levenberg-Marquardt algorithm, Support Vector Machine (SVM), Takagi-Sugeno neuro-fuzzy model and a Difference Boosting Neural Network (DBNN). This paper briefly explains how the different connectionist paradigms could be formulated using different learning methods and then investigates whether they can provide the required level of performance, which are sufficiently good and robust so as to provide a reliable forecast model for stock market indices. Experiment results reveal that all the connectionist paradigms considered could represent the stock indices behavior very accurately.