Time series prediction system of stock price using multi-branch neural networks

Takashi Yamashita; Kotaro Hirasawa; Jinglu Hu

Time series prediction system of stock price using multi-branch neural networks

Takashi Yamashita^*, Kotaro Hirasawa, Jinglu Hu

^*この研究の対応する著者

大学院情報生産システム研究科

研究成果: Paper › 査読

抄録

Recently, artificial neural networks have been utilized for financial market applications. We have so far shown that multi-branch neural networks (MBNNs) could have higher representation and generalization ability. In this paper, a prediction system of a stock price using MBNNs is proposed. The result of our simulations shows that the proposed system has better accuracy than a system using conventional NNs.

本文言語	English
ページ	2057-2062
ページ数	6
出版ステータス	Published - 2005
イベント	SICE Annual Conference 2005 - Okayama, Japan 継続期間: 2005 8月 8 → 2005 8月 10

Conference

Conference	SICE Annual Conference 2005
国/地域	Japan
City	Okayama
Period	05/8/8 → 05/8/10

ASJC Scopus subject areas

制御およびシステム工学
コンピュータサイエンスの応用
電子工学および電気工学

他のファイルとリンク

引用スタイル

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title = "Time series prediction system of stock price using multi-branch neural networks",

abstract = "Recently, artificial neural networks have been utilized for financial market applications. We have so far shown that multi-branch neural networks (MBNNs) could have higher representation and generalization ability. In this paper, a prediction system of a stock price using MBNNs is proposed. The result of our simulations shows that the proposed system has better accuracy than a system using conventional NNs.",

keywords = "Multi-branch, Neural networks, Stock price prediction",

author = "Takashi Yamashita and Kotaro Hirasawa and Jinglu Hu",

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AU - Yamashita, Takashi

AU - Hirasawa, Kotaro

AU - Hu, Jinglu

PY - 2005

Y1 - 2005

N2 - Recently, artificial neural networks have been utilized for financial market applications. We have so far shown that multi-branch neural networks (MBNNs) could have higher representation and generalization ability. In this paper, a prediction system of a stock price using MBNNs is proposed. The result of our simulations shows that the proposed system has better accuracy than a system using conventional NNs.

AB - Recently, artificial neural networks have been utilized for financial market applications. We have so far shown that multi-branch neural networks (MBNNs) could have higher representation and generalization ability. In this paper, a prediction system of a stock price using MBNNs is proposed. The result of our simulations shows that the proposed system has better accuracy than a system using conventional NNs.

KW - Multi-branch

KW - Neural networks

KW - Stock price prediction

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UR - http://www.scopus.com/inward/citedby.url?scp=33645306297&partnerID=8YFLogxK

M3 - Paper

AN - SCOPUS:33645306297

SP - 2057

EP - 2062

T2 - SICE Annual Conference 2005

Y2 - 8 August 2005 through 10 August 2005

ER -

Time series prediction system of stock price using multi-branch neural networks

抄録

Conference

ASJC Scopus subject areas

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