Ensemble Model of Intelligent Paradigms for Stock Market Forecasting

Adelaide, Australia January 23-January 24

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http://doi.ieeecomputersociety.org/10.1109/WKDD.2008.54

First International Workshop on Knowl ...

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	ASCII Text	x
	Qiang Wu, Yuehui Chen, Zhen Liu, "Ensemble Model of Intelligent Paradigms for Stock Market Forecasting," International Workshop on Knowledge Discovery and Data Mining, pp. 205-208, First International Workshop on Knowledge Discovery and Data Mining (WKDD 2008), 2008.

	BibTex	x
	@article{ 10.1109/WKDD.2008.54, author = {Qiang Wu and Yuehui Chen and Zhen Liu}, title = {Ensemble Model of Intelligent Paradigms for Stock Market Forecasting}, journal ={International Workshop on Knowledge Discovery and Data Mining}, volume = {0}, year = {2008}, isbn = {0-7695-3090-7}, pages = {205-208}, doi = {http://doi.ieeecomputersociety.org/10.1109/WKDD.2008.54}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, }

	RefWorks Procite/RefMan/Endnote	x
	TY - CONF JO - International Workshop on Knowledge Discovery and Data Mining TI - Ensemble Model of Intelligent Paradigms for Stock Market Forecasting SN - 0-7695-3090-7 SP205 EP208 A1 - Qiang Wu, A1 - Yuehui Chen, A1 - Zhen Liu, PY - 2008 VL - 0 JA - International Workshop on Knowledge Discovery and Data Mining ER -

Qiang Wu

Yuehui Chen

Zhen Liu

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.

Citation:

Qiang Wu, Yuehui Chen, Zhen Liu, "Ensemble Model of Intelligent Paradigms for Stock Market Forecasting," wkdd, pp.205-208, First International Workshop on Knowledge Discovery and Data Mining (WKDD 2008), 2008

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