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.
fDate :
Aug. 30 2006-Sept. 1 2006
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;
Conference_Titel :
Innovative Computing, Information and Control, 2006. ICICIC '06. First International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7695-2616-0
DOI :
10.1109/ICICIC.2006.304
