Title :
A new stock price prediction method based on pattern classification
Author :
Zhanggui, Zeng ; Hong Yau ; Fu, Alan M N
Author_Institution :
Sch. of Electr. & Inf. Eng., Sydney Univ., NSW, Australia
Abstract :
In this paper, a new method is proposed to predict the trend of a stock price based on pattern analysis. The probabilistic relaxation algorithm is employed to classify the probability vectors of the patterns related to a considered stock price. A series of experiments have been carried out on the real stock price to verify the effectiveness of the proposed method
Keywords :
forecasting theory; neural nets; pattern classification; probability; relaxation theory; stock markets; pattern analysis; pattern classification; probabilistic relaxation algorithm; probability vector classification; stock price prediction method; stock price trend; Australia; Investments; Nonlinear filters; Pattern analysis; Pattern classification; Performance analysis; Prediction methods; Probability; Risk analysis; Stochastic systems;
Conference_Titel :
Neural Networks, 1999. IJCNN '99. International Joint Conference on
Conference_Location :
Washington, DC
Print_ISBN :
0-7803-5529-6
DOI :
10.1109/IJCNN.1999.830772
