Wavelet neural networks for stock trading

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...

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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
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Institution:	Nanyang Technological University
Language:	English

id	sg-ntu-dr.10356-84751
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spelling	sg-ntu-dr.10356-847512020-03-07T13:24:45Z Wavelet neural networks for stock trading Zheng, Tianxing. Fataliyev, Kamaladdin. Wang, Lipo. School of Electrical and Electronic Engineering Independent Component Analyses, Compressive Sampling, Wavelets, Neural Net, Biosystems, and Nanoengineering (11th : 2013 : Baltimore, USA) DRNTU::Engineering::Electrical and electronic engineering 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 carefully selected. This system is tested on Istanbul Stock Exchange National 100 Index and compared with traditional neural networks. The results show that the WNN can achieve very good prediction accuracy. Published version 2013-09-06T02:49:06Z 2019-12-06T15:50:45Z 2013-09-06T02:49:06Z 2019-12-06T15:50:45Z 2013 2013 Conference Paper Zheng, T., Fataliyev, K., & Wang, L. (2013). Wavelet neural networks for stock trading. Proceeding of SPIE 8750, Independent Component Analyses, Compressive Sampling, Wavelets, Neural Net, Biosystems, and Nanoengineering XI, 87500A. https://hdl.handle.net/10356/84751 http://hdl.handle.net/10220/13352 10.1117/12.2018040 en © 2013 Society of Photo-Optical Instrumentation Engineers (SPIE). This paper was published in Proceeding of SPIE, Independent Component Analyses, Compressive Sampling, Wavelets, Neural Net, Biosystems, and Nanoengineering XI and is made available as an electronic reprint (preprint) with permission of SPIE. The paper can be found at the following official DOI: [http://dx.doi.org/10.1117/12.2018040]. One print or electronic copy may be made for personal use only. Systematic or multiple reproduction, distribution to multiple locations via electronic or other means, duplication of any material in this paper for a fee or for commercial purposes, or modification of the content of the paper is prohibited and is subject to penalties under law. application/pdf
institution	Nanyang Technological University
building	NTU Library
country	Singapore
collection	DR-NTU
language	English
topic	DRNTU::Engineering::Electrical and electronic engineering
spellingShingle	DRNTU::Engineering::Electrical and electronic engineering Zheng, Tianxing. Fataliyev, Kamaladdin. Wang, Lipo. Wavelet neural networks for stock trading
description	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 carefully selected. This system is tested on Istanbul Stock Exchange National 100 Index and compared with traditional neural networks. The results show that the WNN can achieve very good prediction accuracy.
author2	School of Electrical and Electronic Engineering
author_facet	School of Electrical and Electronic Engineering Zheng, Tianxing. Fataliyev, Kamaladdin. Wang, Lipo.
format	Conference or Workshop Item
author	Zheng, Tianxing. Fataliyev, Kamaladdin. Wang, Lipo.
author_sort	Zheng, Tianxing.
title	Wavelet neural networks for stock trading
title_short	Wavelet neural networks for stock trading
title_full	Wavelet neural networks for stock trading
title_fullStr	Wavelet neural networks for stock trading
title_full_unstemmed	Wavelet neural networks for stock trading
title_sort	wavelet neural networks for stock trading
publishDate	2013
url	https://hdl.handle.net/10356/84751 http://hdl.handle.net/10220/13352
_version_	1681049902280343552

Wavelet neural networks for stock trading

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