The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
Computational intelligence (CI) approaches such as neural networks (NNs) and neuro-fuzzy approaches have been used for stock price forecasting. Robust and efficient stock market models can achieve more accurate predictions and decision making for individual investors or stock fund managers. This work thus surveys individual and hybrid CI methods, including a self-organizing polynomial neural network...
Stock index prediction seems to be a challenging task of the financial time series prediction process especially in emerging markets with their complex and inefficient structures. Multivariate adaptive regression splines (MARS) is a nonlinear and non-parametric regression methodology and has been successfully used in classification tasks. However, there are few applications using MARS in stock index...
In this study, an independent component analysis (ICA)-based signal reconstruction with neural network is proposed for financial time series forecasting. ICA is a novel statistical signal processing technique that was originally proposed to find the latent source signals from observed mixture signal without knowing any prior knowledge of the mixing mechanism. The proposed approach first uses ICA on...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.