Application of multi-branch neural networks to stock market prediction

Takashi Yamashita; Kotaro Hirasawa; Jinglu Hu

doi:10.1109/IJCNN.2005.1556303

Application of multi-branch neural networks to stock market prediction

Takashi Yamashita^*, Kotaro Hirasawa, Jinglu Hu

^*Corresponding author for this work

Graduate School of Information, Production and Systems

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

20 Citations (Scopus)

Abstract

Recently, artificial neural networks (ANNs) have been utilized for financial market applications. On the other hand, we have so far shown that multi-branch neural networks (MBNNs) could have higher representation and generalization ability than conventional NNs. In this paper, we investigate the accuracy of prediction of TOPIX (Tokyo Stock Exchange Prices Indexes) using MBNNs. Using the TOPIX related values in time series and other information, MBNNs can learn the characteristics of time series and predict the TOPIX values of the next day. Several simulations were carried out in order to compare the proposed predictor using MBNNs with that using conventional NNs. The results show that the proposed method can have higher accuracy of the prediction.

Original language	English
Title of host publication	Proceedings of the International Joint Conference on Neural Networks, IJCNN 2005
Pages	2544-2548
Number of pages	5
DOIs	https://doi.org/10.1109/IJCNN.2005.1556303
Publication status	Published - 2005
Event	International Joint Conference on Neural Networks, IJCNN 2005 - Montreal, QC, Canada Duration: 2005 Jul 31 → 2005 Aug 4

Publication series

Name	Proceedings of the International Joint Conference on Neural Networks
Volume	4

Conference

Conference	International Joint Conference on Neural Networks, IJCNN 2005
Country/Territory	Canada
City	Montreal, QC
Period	05/7/31 → 05/8/4

ASJC Scopus subject areas

Software
Artificial Intelligence

Access to Document

10.1109/IJCNN.2005.1556303

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Application of multi-branch neural networks to stock market prediction. / Yamashita, Takashi; Hirasawa, Kotaro; Hu, Jinglu.
Proceedings of the International Joint Conference on Neural Networks, IJCNN 2005. 2005. p. 2544-2548 1556303 (Proceedings of the International Joint Conference on Neural Networks; Vol. 4).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Yamashita, T, Hirasawa, K & Hu, J 2005, Application of multi-branch neural networks to stock market prediction. in Proceedings of the International Joint Conference on Neural Networks, IJCNN 2005., 1556303, Proceedings of the International Joint Conference on Neural Networks, vol. 4, pp. 2544-2548, International Joint Conference on Neural Networks, IJCNN 2005, Montreal, QC, Canada, 05/7/31. https://doi.org/10.1109/IJCNN.2005.1556303

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Application of multi-branch neural networks to stock market prediction

Abstract

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Conference

ASJC Scopus subject areas

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