Title :
Ensemble Model of Intelligent Paradigms for Stock Market Forecasting
Author :
Wu, Qiang ; Chen, Yuehui ; Liu, Zhen
Author_Institution :
Univ. of Jinan, Jinan
Abstract :
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.
Keywords :
neural nets; stock markets; support vector machines; ANN; SVM; artificial neural network; ensemble model; intelligent paradigms; stock indices prediction; stock market forecasting; support vector machine model; Artificial neural networks; Data engineering; Economic forecasting; Information science; Intelligent systems; Kernel; Knowledge engineering; Predictive models; Stock markets; Support vector machines;
Conference_Titel :
Knowledge Discovery and Data Mining, 2008. WKDD 2008. First International Workshop on
Conference_Location :
Adelaide, SA
Print_ISBN :
978-0-7695-3090-1
DOI :
10.1109/WKDD.2008.54
