First International Workshop on Knowledge Discovery and Data Mining (WKDD 2008)
Ensemble Model of Intelligent Paradigms for Stock Market Forecasting
Adelaide, Australia
January 23-January 24
ISBN: 0-7695-3090-7
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.
Citation:
Qiang Wu, Yuehui Chen, Zhen Liu, "Ensemble Model of Intelligent Paradigms for Stock Market Forecasting," wkdd, pp.205-208, First International Workshop on Knowledge Discovery and Data Mining (WKDD 2008), 2008