Neural network revisited: perception on modified Poincare map of financial time-series data

Hokky Situngkir and Yohanes Surya

Physica A: Statistical Mechanics and its Applications, 2004, vol. 344, issue 1, 100-103

Abstract: Artificial Neural Network Model for prediction of time-series data is revisited on analysis of the Indonesian stock-exchange data. We introduce the use of Multi-Layer Perceptron to percept the modified Poincare map of the given financial time-series data. The modified Poincare map is believed to become the pattern of the data that transforms the data in time-t versus the data in time-t+1 graphically. We built the Multi-Layer Perceptron to percept and demonstrate predicting of the data for specific stock-exchange in Indonesia.

Keywords: Neural network; Prediction; Poincare map; Time series (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:344:y:2004:i:1:p:100-103

DOI: 10.1016/j.physa.2004.06.095

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