Deterministic Echo State Networks Based Stock Price Forecasting
نویسندگان
چکیده
منابع مشابه
Short-term stock price prediction based on echo state networks
0957-4174/$ see front matter 2008 Elsevier Ltd. A doi:10.1016/j.eswa.2008.09.049 * Corresponding author. Tel.: +86 10 62777703. E-mail addresses: [email protected] com (Z. Yang), [email protected] (Y. Song). Neural network has been popular in time series prediction in financial areas because of their advantages in handling nonlinear systems. This paper presents a study of using a no...
متن کاملStock Price Forecasting
The especial importance of capital market in countries is undeniable in economic development via effective capital conduct and optimum resources allocation. Investment in capital market requires decision making in new stock exchanges, and accessing information in the case of future status of capital market. Undoubtedly, nowadays most part of capital is exchanged via stock exchange all around ...
متن کاملArtificial Neural Networks for Forecasting Stock Price ]
Statistical arbitrage strategies have always been popular since the advent of algorithmic trading. In particular, Exchange traded fund (E.T.F.) arbitrage has attracted much attention. Trading houses have tried to replicate ETF arbitrage to other stocks. Thus, the objective is to be able to develop a long term pricing relationship between stocks and profit from their divergence from this relatio...
متن کاملFPGA-Based Stochastic Echo State Networks for Time-Series Forecasting
Hardware implementation of artificial neural networks (ANNs) allows exploiting the inherent parallelism of these systems. Nevertheless, they require a large amount of resources in terms of area and power dissipation. Recently, Reservoir Computing (RC) has arisen as a strategic technique to design recurrent neural networks (RNNs) with simple learning capabilities. In this work, we show a new app...
متن کاملForecasting Stock Market Using Wavelet Transforms and Neural Networks and ARIMA (Case study of price index of Tehran Stock Exchange)
The goal of this research is to predict total stock market index of Tehran Stock Exchange, using the compound method of ARIMA and neural network in order for the active participations of finance market as well as macro decision makers to be able to predict trend of the market. First, the series of price index was decomposed by wavelet transform, then the smooth's series predicted by using...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Abstract and Applied Analysis
سال: 2014
ISSN: 1085-3375,1687-0409
DOI: 10.1155/2014/137148