Title :
Stock market prediction system with modular neural networks
Author :
Kimoto, Tatsuya ; Asakawa, K. ; Yoda, M. ; Takeoka, Masahiro
Abstract :
A discussion is presented of a buying- and selling-time prediction system for stocks on the Tokyo Stock Exchange and the analysis of internal representation. The system is based on modular neural networks. The authors developed a number of learning algorithms and prediction methods for the TOPIX (Tokyo Stock Exchange Prices Indexes) prediction system. The prediction system achieved accurate predictions, and the simulation on stocks trading showed an excellent profit
Keywords :
financial data processing; learning systems; neural nets; stock markets; TOPIX; Tokyo Stock Exchange; learning algorithms; modular neural networks; prediction system;
Conference_Titel :
Neural Networks, 1990., 1990 IJCNN International Joint Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/IJCNN.1990.137535