Application of Data Mining on Stock Market

Xiao Gang Duan; Feng Gao

doi:10.4028/www.scientific.net/AMM.513-517.1352

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 513-517Application of Data Mining on Stock Market

Application of Data Mining on Stock Market

Abstract:

Forecasting the stock market price movements is now popular in the field of financial research. A large number of scholars has carried on the positive exploration. Only these people are more focused on selection of prediction methods and algorithm optimization. In view of the stock market time series has the nature of the multi-scale features, nonstationary and nonlinear properties and low signal-to-noise ratio of some different from other general characteristics of time series, this paper puts forward building a multi-scale technique index method for preprocessing of the input data and then used very popular in recent years the output of the neural network technology to the pre-processed data to make predictions.

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Periodical:

Applied Mechanics and Materials (Volumes 513-517)

Pages:

1352-1355

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.513-517.1352

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Online since:

February 2014

Authors:

Xiao Gang Duan*, Feng Gao

Keywords:

Multi-Scale Analysis: Neural Networks, Multi-Scale Technology, Prediction of Stock Price

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* - Corresponding Author

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