• DocumentCode
    472442
  • Title

    Ensemble Model of Intelligent Paradigms for Stock Market Forecasting

  • Author

    Wu, Qiang ; Chen, Yuehui ; Liu, Zhen

  • Author_Institution
    Univ. of Jinan, Jinan
  • fYear
    2008
  • fDate
    23-24 Jan. 2008
  • Firstpage
    205
  • Lastpage
    208
  • Abstract
    The use of intelligent systems for stock market predictions has been widely established. This paper introduces a ensemble model of SVM and ANNs for the prediction of three stock indices. The performance of this model is then compared with support vector machine model and an artificial neural network respectively. Empirical results reveal that the ensemble result obtain the best results.
  • Keywords
    neural nets; stock markets; support vector machines; ANN; SVM; artificial neural network; ensemble model; intelligent paradigms; stock indices prediction; stock market forecasting; support vector machine model; Artificial neural networks; Data engineering; Economic forecasting; Information science; Intelligent systems; Kernel; Knowledge engineering; Predictive models; Stock markets; Support vector machines;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Knowledge Discovery and Data Mining, 2008. WKDD 2008. First International Workshop on
  • Conference_Location
    Adelaide, SA
  • Print_ISBN
    978-0-7695-3090-1
  • Type

    conf

  • DOI
    10.1109/WKDD.2008.54
  • Filename
    4470378
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=472442