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JAIST Repository >
Center for Strategic Development of Science and Technology　2003-2008 >
JAIST PRESS Publications >
IFSR 2005 >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10119/3948
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| Title: | An Adaptive BP Learning Algorithm for Stock Market Prediction |
| Authors: | Kin, Keung Lai
Lean, Yu
Shouyang, Wang |
| Keywords: | Adaptive learning
BPNN
optimal learning rate
stock market prediction |
| Issue Date: | Nov-2005 |
| Publisher: | JAIST Press |
| Abstract: | In this study, a novel adaptive learning algorithm for back-propagation neural network (BPNN) based on optimized instantaneous learning rates is proposed. In this new algorithm, the optimized adaptive learning rates are used to adjust the weight changes dynamically. For illustration and testing purposes the proposed algorithm is applied to stock market prediction. |
| Description: | The original publication is available at JAIST Press http://www.jaist.ac.jp/library/jaist-press/index.html
IFSR 2005 : Proceedings of the First World Congress of the International Federation for Systems Research : The New Roles of Systems Sciences For a Knowledge-based Society : Nov. 14-17, 2158, Kobe, Japan
Symposium 3, Session 7 : Intelligent Information Technology and Applications Computational Intelligence (1) |
| Language: | ENG |
| URI: | http://hdl.handle.net/10119/3948 |
| ISBN: | 4-903092-02-X |
| Appears in Collections: | IFSR 2005
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Files in This Item:
| File |
Description |
Size | Format |
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| 20018.pdf | | 107Kb | Adobe PDF | View/Open |
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