Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting

Huang, Shian Chang

doi:10.1016/j.amc.2011.01.096

Cited by 7 publications

(1 citation statement)

References 40 publications

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“…Intelligent systems have been proposed for financial forecasting, such as stock forecasts and foreign exchange rate forecasts [1] [2]. For intelligent systems, multiple structures of fuzzy neural network are presented along with algorithms for learning, adaptation, and rule extraction [3][4].…”

Section: Introductionmentioning

confidence: 99%

Stock Forecasting using Fuzzy Neural Networks, Technical Indicators, and Foreign Exchange Rates

Jang¹

2020

IJATCSE

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Using features derived from technical indicators of stocks and foreign exchange rates, this paper presents a forecasting plan for the KOSPI's rise and fall after one day based on the neural network with weighted fuzzy membership functions (NEWFM). To extract the features to be used in NEWFM, select the three technical indicators in the first step: Relative Strength Index (RSI), Commodity Channel Index (CCI), and Current Price Change (CPC). The second phase extracts 13 features derived from the KOSPI data from the three technology indicators selected in the first stage. It also extracts one feature derived from the technical indicators of the KRW/USD exchange rates from the KRW/USD exchange rates. In this way, 14 features will be used as inputs to NEWFM to forecast the KOSPI's rise and fall in a day. NEWFM uses 13 and 14 features to show forecasting performance of 58.86% and 59.38%, respectively. These experiments show that the KRW/USD exchange rates affects the rise and fall of KOSPI stock prices.

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Section: Introductionmentioning

confidence: 99%

Stock Forecasting using Fuzzy Neural Networks, Technical Indicators, and Foreign Exchange Rates

Jang¹

2020

IJATCSE

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A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising

2018

Comput Econ

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Exploring and weighting features for financially distressed construction companies using Swarm Inspired Projection algorithm

Chen

Badjie

2016

Advanced Engineering Informatics

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Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting

Cited by 7 publications

References 40 publications

Stock Forecasting using Fuzzy Neural Networks, Technical Indicators, and Foreign Exchange Rates

Stock Forecasting using Fuzzy Neural Networks, Technical Indicators, and Foreign Exchange Rates

A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising

Exploring and weighting features for financially distressed construction companies using Swarm Inspired Projection algorithm

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