Using Data Clusterization and Swarm Intelligence for Stock Market Prediction via Artificial Neural Networks

Sergey S. Golovachev ()
Additional contact information
Sergey S. Golovachev: National Research University Higher School of Economics

Finansovyj žhurnal — Financial Journal, 2013, issue 2, 85-96

Abstract: In this article several independent artificial neural networks for long-term prediction of stock marker are considered. The basis of the model is a simple feed-forward network. For improving its efficiency we apply segmentation and clusterization of the input data and further training via swarm intelligence and self-organizing maps (Kohonen network).

Keywords: artificial neural networks; data clusterization; feed-forward network; swarm intelligence; self-organizing maps (Kohonen network) (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.nifi.ru/images/FILES/Journal/Archive/2013/2/statii/2013_02_09.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fru:finjrn:130209:p:85-96

Access Statistics for this article

Finansovyj žhurnal — Financial Journal is currently edited by Vladimir S. Nazarov

More articles in Finansovyj žhurnal — Financial Journal from Financial Research Institute, Moscow 125375, Russia Contact information at EDIRC.
Bibliographic data for series maintained by Gennady Ageev ().