Template-Type: ReDIF-Article 1.0
Author-Name: Sergey S. Golovachev
Author-Email: serg_golovachev@mail.ru
Author-Workplace-Name: National Research University Higher School of Economics
Title: Using Data Clusterization and Swarm Intelligence for Stock Market Prediction via Artificial Neural Networks
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).
Classification-JEL:
Keywords: artificial neural networks, data clusterization, feed-forward network, swarm intelligence, self-organizing maps (Kohonen network)
Journal: Finansovyj žhurnal — Financial Journal
Pages: 85-96
Issue: 2
Year: 2013
Month: June
File-URL: http://www.nifi.ru/images/FILES/Journal/Archive/2013/2/statii/2013_02_09.pdf
File-Format: Application/pdf
Handle: RePEc:fru:finjrn:130209:p:85-96