Comparison of support-vector machines and back propagation neural networks in forecasting the six major Asian stock markets

Wun Hua Chen, Jen Ying Shih, Soushan Wu*

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

95 引文 斯高帕斯(Scopus)

摘要

Recently, applying the novel data mining techniques for financial time-series forecasting has received much research attention. However, most researches are for the US and European markets, with only a few for Asian markets. This research applies Support-Vector Machines (SVMs) and Back Propagation (BP) neural networks for six Asian stock markets and our experimental results showed the superiority of both models, compared to the early researches.

原文英語
頁(從 - 到)49-67
頁數19
期刊International Journal of Electronic Finance
1
發行號1
DOIs
出版狀態已發佈 - 2006
對外發佈

ASJC Scopus subject areas

  • 金融
  • 電腦科學應用
  • 電腦網路與通信
  • 技術與創新管理

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