Combining nonlinear independent component analysis and neural network for the prediction of Asian stock market indexes

With the economic successes of several Asian economies and their increasingly important roles in the global financial market, the prediction of Asian stock markets has becoming a hot research area. As Asian stock markets are highly dynamic and exhibit wide variation, it may more realistic and practi...

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Bibliographic Details
Published in:Expert systems with applications 2012-03, Vol.39 (4), p.4444-4452
Main Authors: Dai, Wensheng, Wu, Jui-Yu, Lu, Chi-Jie
Format: Article
Language:English
Subjects:
Asian
Asian stock market
Economics
Feature extraction
Markets
Mathematical models
Neural network
Neural networks
Nonlinear independent component analysis
Nonlinearity
Raw materials
Stock index prediction
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