An innovative use of historical data for neural network based stock prediction

Tak Chung Fu, Tsz Leung Cheung, Fu Lai Korris Chung, Chak Man Ng

Research output: Chapter in book / Conference proceedingConference article published in proceeding or bookAcademic researchpeer-review

3 Citations (Scopus)


Using artificial neural network Is a common approach for the stock time series prediction problem. Unlike variety of researches that focus on selecting different indicators, network training, network architecture, etc., we are focusing on the selection of appropriate time points from the time sequence to serve as the input of the neural network prediction system for dimensionality reduction. We propose to select the time points based on data point importance using perceptually important point identification process. The empirical result shows that the proposed method generally outperformed the traditional method using uniform time delay.
Original languageEnglish
Title of host publicationProceedings of the 9th Joint Conference on Information Sciences, JCIS 2006
Publication statusPublished - 1 Dec 2006
Event9th Joint Conference on Information Sciences, JCIS 2006 - Taiwan, ROC, Taiwan
Duration: 8 Oct 200611 Oct 2006


Conference9th Joint Conference on Information Sciences, JCIS 2006
CityTaiwan, ROC

ASJC Scopus subject areas

  • Engineering(all)

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