Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)

Time series data analysis using probabilistic and neural network

Authors
Chiu-Che Tseng1
1Texas A&M University-Commerce
Corresponding Author
Chiu-Che Tseng
Available Online October 2006.
DOI
10.2991/jcis.2006.134How to use a DOI?
Keywords
Bayesian network, neural network, portfolio
Abstract

Artificial intelligence decision support system is always a popular topic in providing the human user with an optimized decision recommendation when operating under uncertainty in complex environments. The particular focus of our discussion is to compare different methods of artificial intelligence decision support systems in the investment domain – the goal of investment decision-making is to select an optimal portfolio that satisfies the investor’s objective, or, in other words, to maximize the investment returns under the constraints given by investors. In this study we applied several artificial intelligence systems like Influence Diagram (a special type of Bayesian network) and Neural Network to get experimental comparison analysis to facilitate users to intelligently select the best portfolio.

Copyright
© 2006, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)
Series
Advances in Intelligent Systems Research
Publication Date
October 2006
ISBN
978-90-78677-01-7
ISSN
1951-6851
DOI
10.2991/jcis.2006.134How to use a DOI?
Copyright
© 2006, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Chiu-Che Tseng
PY  - 2006/10
DA  - 2006/10
TI  - Time series data analysis using probabilistic and neural network
BT  - Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)
PB  - Atlantis Press
SN  - 1951-6851
UR  - https://doi.org/10.2991/jcis.2006.134
DO  - 10.2991/jcis.2006.134
ID  - Tseng2006/10
ER  -