Neural networks in finance and economics forecasting
文献类型：期刊论文
| 作者 | Huang, Wei; Lai, Kin Keung; Nakamori, Yoshiteru; Wang, Shouyang ; Yu, Lean
|
| 刊名 | INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING
 |
| 出版日期 | 2007-03-01 |
| 卷号 | 6期号:1页码:113-140 |
| 关键词 | artificial neural networks finance forecasting economic forecasting input variables selection performance comparisons |
| ISSN号 | 0219-6220 |
| 英文摘要 | Artificial neural networks (ANNs) have been widely applied to finance and economic forecasting as a powerful modeling technique. By reviewing the related literature, we discuss the input variables, type of neural network models, performance comparisons for the prediction of foreign exchange rates, stock market index and economic growth. Economic fundamentals are important in driving exchange rates, stock market index price and economic growth. Most neural network inputs for exchange rate prediction are univariate, while those for stock market index prices and economic growth predictions are multivariate in most cases. There are mixed comparison results of forecasting performance between neural networks and other models. The reasons may be the difference of data, forecasting horizons, types of neural network models and so on. Prediction performance of neural networks can be improved by being integrated with other technologies. Nonlinear combining forecasting by neural networks also provides encouraging results. |
| WOS研究方向 | Computer Science ; Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000250861000007 |
| 出版者 | WORLD SCIENTIFIC PUBL CO PTE LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/4252]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Wang, Shouyang |
| 作者单位 | 1.Huazhong Univ Sci & Technol, Sch Management, Inst Intelligent Management & Complex Syst, Wuhan 430074, Peoples R China 2.City Univ Hong Kong, Dept Management Sci, Kowloon, Peoples R China 3.Hunan Univ, Coll Business Adm, Changsha 410082, Peoples R China 4.Japan Adv Inst Sci & Technol, Sch Knowledge Sci, Ishikawa 9231292, Japan 5.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Huang, Wei,Lai, Kin Keung,Nakamori, Yoshiteru,et al. Neural networks in finance and economics forecasting[J]. INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING,2007,6(1):113-140. |
| APA | Huang, Wei,Lai, Kin Keung,Nakamori, Yoshiteru,Wang, Shouyang,&Yu, Lean.(2007).Neural networks in finance and economics forecasting.INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING,6(1),113-140. |
| MLA | Huang, Wei,et al."Neural networks in finance and economics forecasting".INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING 6.1(2007):113-140. |
入库方式： OAI收割
来源：数学与系统科学研究院
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