Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/84751
Title: Wavelet neural networks for stock trading
Authors: Zheng, Tianxing.
Fataliyev, Kamaladdin.
Wang, Lipo.
Keywords: DRNTU::Engineering::Electrical and electronic engineering
Issue Date: 2013
Source: Zheng, T., Fataliyev, K., & Wang, L. (2013). Wavelet neural networks for stock trading. Proceeding of SPIE 8750, Independent Component Analyses, Compressive Sampling, Wavelets, Neural Net, Biosystems, and Nanoengineering XI, 87500A.
Abstract: This paper explores the application of a wavelet neural network (WNN), whose hidden layer is comprised of neurons with adjustable wavelets as activation functions, to stock prediction. We discuss some basic rationales behind technical analysis, and based on which, inputs of the prediction system are carefully selected. This system is tested on Istanbul Stock Exchange National 100 Index and compared with traditional neural networks. The results show that the WNN can achieve very good prediction accuracy.
URI: https://hdl.handle.net/10356/84751
http://hdl.handle.net/10220/13352
DOI: 10.1117/12.2018040
Rights: © 2013 Society of Photo-Optical Instrumentation Engineers (SPIE). This paper was published in Proceeding of SPIE, Independent Component Analyses, Compressive Sampling, Wavelets, Neural Net, Biosystems, and Nanoengineering XI and is made available as an electronic reprint (preprint) with permission of SPIE. The paper can be found at the following official DOI: [http://dx.doi.org/10.1117/12.2018040].  One print or electronic copy may be made for personal use only. Systematic or multiple reproduction, distribution to multiple locations via electronic or other means, duplication of any material in this paper for a fee or for commercial purposes, or modification of the content of the paper is prohibited and is subject to penalties under law.
Fulltext Permission: open
Fulltext Availability: With Fulltext
Appears in Collections:EEE Conference Papers

Files in This Item:
File Description SizeFormat 
Wavelet neural networks for stock trading.pdf
300.35 kBAdobe PDFThumbnail
View/Open

Google ScholarTM

Check

Altmetric


Plumx

Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.