• DocumentCode
    456768
  • Title

    Kernel-SOM Based Visualization of Financial Time Series Forecasting

  • Author

    Yu, Dong-jun ; Qi, Yong ; Xu, Yong-Hong ; Yang, Jing-Yu

  • Author_Institution
    Sch. of Comput. Sci. & Technol., Nanjing Univ. of Sci. & Technol.
  • Volume
    2
  • fYear
    2006
  • fDate
    Aug. 30 2006-Sept. 1 2006
  • Firstpage
    470
  • Lastpage
    473
  • Abstract
    Visualizing the forecasting results of financial time series provides significant convenience to the user. In this paper, the disadvantages of the traditional SOM for the visualization of financial time series forecasting are discussed first and then the Kernel-SOM is proposed for better visualization performance. Experimental results demonstrated that compared with the traditional SOM, Kernel-SOM is more suitable for the visualization of financial time series forecasting
  • Keywords
    data visualisation; financial management; forecasting theory; self-organising feature maps; time series; Kernel-SOM based visualization; financial time series forecasting; Clustering algorithms; Computer science; Data analysis; Data visualization; Economic forecasting; Information technology; Predictive models; Principal component analysis; Smoothing methods; Technology forecasting;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Innovative Computing, Information and Control, 2006. ICICIC '06. First International Conference on
  • Conference_Location
    Beijing
  • Print_ISBN
    0-7695-2616-0
  • Type

    conf

  • DOI
    10.1109/ICICIC.2006.304
  • Filename
    1692027
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=456768