Wavelet neural networks for stock trading

• Main Authors: Zheng, Tianxing., Fataliyev, Kamaladdin., Wang, Lipo.
• Other Authors: School of Electrical and Electronic Engineering
• Format: Conference or Workshop Item
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Electrical and electronic engineering
• Online Access: https://hdl.handle.net/10356/84751; http://hdl.handle.net/10220/13352
• Institution: Nanyang Technological University

This paper explores the application of a wavelet neural network (WNN), whose hidden layer is comprised of neurons with adjustable wavelets as activation functions, to stock prediction. We discuss some basic rationales behind technical analysis, and based on which, inputs of the prediction system are...