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An artificial neural networks approach for short-term modeling of stock price index.

紀錄類型:	書目-電子資源 : 單行本
正題名/作者:	An artificial neural networks approach for short-term modeling of stock price index./
作者:	Iskandar, Nadia F.
面頁冊數:	106 p.
附註:	Source: Masters Abstracts International, Volume: 44-02, page: 1014.
Contained By:	Masters Abstracts International44-02.
標題:	Engineering, Industrial. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=MR05999
ISBN:	9780494059999

An artificial neural networks approach for short-term modeling of stock price index.
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100 1 $a Iskandar, Nadia F. $3 1000005917
245 1 3 $a An artificial neural networks approach for short-term modeling of stock price index.
300 $a 106 p.
500 $a Source: Masters Abstracts International, Volume: 44-02, page: 1014.
502 $a Thesis (M.A.Sc.)--The University of Regina (Canada), 2005.
520 $a The main objective of this thesis is to contribute to the development of Intelligent Systems Methods for modeling several systems that are highly non-linear and uncertain. Specifically, this study presents a non-conventional approach to predict a stock price index using Artificial Neural Networks (ANN), in particular, for the Toronto Stock Market price index (S&P/TSX).
520 $a Several economic values for a period of approximately 13 years were used as inputs for the system. Initially, data was trained with one epoch of Adaptive Neuro-Fuzzy Inference System to choose the most suitable one(s). The US/CAD exchange rate, world oil price, gold price, and trading day of the week were used as inputs. Therefore, several parameters for building an ANN paradigm were defined in order to choose the best topology. Once the ANN model was built, it was used to predict next day, next week, two week, and one month values of the S&P/TSX. Another model also included interest rates. A Comparison was made between the two models. Finally, the results were evaluated on five different metrics, including Entropy. (Abstract shortened by UMI.)
590 $a School code: 0148.
650 4 $a Engineering, Industrial. $3 170926
650 4 $a Economics, Finance. $3 1000005765
690 $a 0546
690 $a 0508
710 2 0 $a The University of Regina (Canada). $3 1000005918
773 0 $t Masters Abstracts International $g 44-02.
790 $a 0148
791 $a M.A.Sc.
792 $a 2005
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