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Proceedings Paper

Wavelet neural networks for stock trading
Author(s): Tianxing Zheng; Kamaladdin Fataliyev; Lipo Wang
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Paper Abstract

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.

Paper Details

Date Published: 29 May 2013
PDF: 10 pages
Proc. SPIE 8750, Independent Component Analyses, Compressive Sampling, Wavelets, Neural Net, Biosystems, and Nanoengineering XI, 87500A (29 May 2013); doi: 10.1117/12.2018040
Show Author Affiliations
Tianxing Zheng, Nanyang Technological Univ. (Singapore)
Kamaladdin Fataliyev, Nanyang Technological Univ. (Singapore)
Lipo Wang, Nanyang Technological Univ. (Singapore)


Published in SPIE Proceedings Vol. 8750:
Independent Component Analyses, Compressive Sampling, Wavelets, Neural Net, Biosystems, and Nanoengineering XI
Harold H. Szu, Editor(s)

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