Proceedings of the 2016 International Conference on Artificial Intelligence and Engineering Applications

Stock price forecasting model analysis based on the wavelet neural network and the data cleaning technology

Authors
Xin Sun, Ziqi Tang, Ziwei Guo
Corresponding Author
Xin Sun
Available Online November 2016.
DOI
https://doi.org/10.2991/aiea-16.2016.4How to use a DOI?
Keywords
Stock Intense Erudition Machines (IEMs) models.
Abstract

Financial time arrangement, for example, stock cost and trade rates are, regularly, non-straight and non-stationary. Beforehand, numerous scientists have endeavored to conjecture those utilizing factual models and machine learning models. Measurable models expect the time arrangement to be stationary and straight, accordingly bringing about expansive factual mistakes. Examination and expectation of securities exchange time arrangement information has pulled in impressive enthusiasm from the exploration group in the course of the most recent decade. Quick advancement and development of modern calculations for measurable examination of time arrangement information, and accessibility of elite equipment has made it conceivable to prepare and dissect high volume securities exchange time arrangement information successfully, continuously. In monetary field, exceptions speak to unpredictability of securities exchange, which assumes an imperative part in administration, portfolio choice and subordinate evaluating. Along these lines, anticipating anomalies of securities exchange is of the immense significance in principle and application. In this paper, the issue of anticipating anomalies in light of versatile gathering models of Intense Erudition Machines (IEMs) is considered. We discovered that the prescribed novel model is material for exception estimating and beats the strategies in light of auto relapse (AR) Intense Erudition Machines (IEMs) models.

Copyright
© 2016, 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 2016 International Conference on Artificial Intelligence and Engineering Applications
Series
Advances in Computer Science Research
Publication Date
November 2016
ISBN
978-94-6252-270-1
ISSN
2352-538X
DOI
https://doi.org/10.2991/aiea-16.2016.4How to use a DOI?
Copyright
© 2016, 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  - Xin Sun
AU  - Ziqi Tang
AU  - Ziwei Guo
PY  - 2016/11
DA  - 2016/11
TI  - Stock price forecasting model analysis based on the wavelet neural network and the data cleaning technology
BT  - Proceedings of the 2016 International Conference on Artificial Intelligence and Engineering Applications
PB  - Atlantis Press
SP  - 19
EP  - 25
SN  - 2352-538X
UR  - https://doi.org/10.2991/aiea-16.2016.4
DO  - https://doi.org/10.2991/aiea-16.2016.4
ID  - Sun2016/11
ER  -