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|Title:||Neural network with genetically evolved algorithms for stocks prediction|
|Authors:||Phua, P.K.H. |
|Keywords:||Artificial neural network|
Nonlinear time series
Stock market prediction
|Citation:||Phua, P.K.H.,Ming, D.,Lin, W. (2001). Neural network with genetically evolved algorithms for stocks prediction. Asia-Pacific Journal of Operational Research 18 (1) : 103-107. ScholarBank@NUS Repository.|
|Abstract:||Many studies have shown that artificial neural networks have the capability to learn the underlying mechanics of stock markets. In fact, artificial neural networks have been widely used for forecasting financial markets. However, such applications to Singapore stock markets are scarce. This paper applies genetically evolved neural network models to predict the Straits Times Index (STI) of the Stock Exchange of Singapore (SES). Our studies show that satisfactory results can be achieved when applying genetically evolved neural networks to predict the STI.|
|Source Title:||Asia-Pacific Journal of Operational Research|
|Appears in Collections:||Staff Publications|
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