Kernel-SOM Based Visualization of Financial Time Series Forecasting

Authors:
Dong-Jun Yu;Yong Qi;Yong-Hong Xu;Jing-Yu Yang
Affiliations:
Nanjing University of Science and Technology, China;Nanjing University of Science and Technology, China;Jiangsu Branch of Agricultural Bank of China, China;Nanjing University of Science and Technology, China
Venue:
ICICIC '06 Proceedings of the First International Conference on Innovative Computing, Information and Control - Volume 2
Year:
2006

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Abstract

Visualizing the forecasting results of financial time series will provide significant convenience to the user. In this paper, the disadvantages of the traditional SOM for the visualization of financial time series forecasting are discussed first and then the Kernel-SOM is proposed for better visualization performance. Experimental results demonstrated that compared with the traditional SOM, Kernel-SOM is more suitable for the visualization of financial time series forecasting.