Combining nonlinear independent component analysis and neural network for the prediction of Asian stock market indexes.
Wensheng DaiJui-Yu WuChi-Jie LuPublished in: Expert Syst. Appl. (2012)
Keyphrases
- independent component analysis
- stock market
- financial time series
- neural network
- source separation
- prediction model
- independent components
- short term
- stock exchange
- blind source separation
- signal processing
- principal component analysis
- stock price
- factor analysis
- trading rules
- stock index futures
- stock data
- stock trading
- back propagation
- financial data
- regression model
- independent components analysis
- fuzzy logic
- long term
- garch model
- artificial neural networks
- pattern recognition
- financial markets
- neural network model
- investment strategies
- non stationary
- financial news
- radial basis function
- kernel function