U.S.A. S&P 500 stock market dynamism exploration with moving window and artificial intelligence approach

Deng Yiv Chiu; Cheng Yi Shiu; Yu Sheng Lin

U.S.A. S&P 500 stock market dynamism exploration with moving window and artificial intelligence approach

Deng Yiv Chiu, Cheng Yi Shiu, Yu Sheng Lin

財務金融學系

研究成果: 書貢獻/報告類型 › 會議論文篇章 › 同行評審

2 引文斯高帕斯（Scopus）

摘要

We propose an approach of artificial immune algorithm, fuzzy theorem, support vector regression, and seasonal moving window to explore stock dynamism among same seasons in continuous years for USA S&P 500 stock indexes. First, we select optimal number of trading days to calculate technical indicator values. We apply artificial immune algorithm to locate optimal combination of technical indicators as input variables. The property of nonlinearity and high dimensionality of the support vector regression is employed to explore the stock price patterns.

原文	???core.languages.en_GB???
主出版物標題	Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011
頁面	341-345
頁數	5
出版狀態	已出版 - 2011
事件	7th International Conference on Networked Computing and Advanced Information Management, NCM 2011 - Gyeongju, Korea, Republic of 持續時間: 21 6月 2011 → 23 6月 2011

出版系列

名字	Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011

???event.eventtypes.event.conference???

???event.eventtypes.event.conference???	7th International Conference on Networked Computing and Advanced Information Management, NCM 2011
國家/地區	Korea, Republic of
城市	Gyeongju
期間	21/06/11 → 23/06/11

引用此

Chiu, D. Y., Shiu, C. Y., & Lin, Y. S. (2011). U.S.A. S&P 500 stock market dynamism exploration with moving window and artificial intelligence approach. 於 Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011 (頁 341-345). [5967572] (Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011).

Chiu, Deng Yiv ; Shiu, Cheng Yi ; Lin, Yu Sheng. / U.S.A. S&P 500 stock market dynamism exploration with moving window and artificial intelligence approach. Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011. 2011. 頁 341-345 (Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011).

@inproceedings{891b06eccb8e434a9f9da78f12b10224,

title = "U.S.A. S&P 500 stock market dynamism exploration with moving window and artificial intelligence approach",

abstract = "We propose an approach of artificial immune algorithm, fuzzy theorem, support vector regression, and seasonal moving window to explore stock dynamism among same seasons in continuous years for USA S&P 500 stock indexes. First, we select optimal number of trading days to calculate technical indicator values. We apply artificial immune algorithm to locate optimal combination of technical indicators as input variables. The property of nonlinearity and high dimensionality of the support vector regression is employed to explore the stock price patterns.",

author = "Chiu, {Deng Yiv} and Shiu, {Cheng Yi} and Lin, {Yu Sheng}",

year = "2011",

language = "???core.languages.en_GB???",

isbn = "9788988678367",

series = "Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011",

pages = "341--345",

booktitle = "Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011",

note = "7th International Conference on Networked Computing and Advanced Information Management, NCM 2011 ; Conference date: 21-06-2011 Through 23-06-2011",

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Chiu, DY, Shiu, CY & Lin, YS 2011, U.S.A. S&P 500 stock market dynamism exploration with moving window and artificial intelligence approach. 於 Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011., 5967572, Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011, 頁 341-345, 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011, Gyeongju, Korea, Republic of, 21/06/11.

U.S.A. S&P 500 stock market dynamism exploration with moving window and artificial intelligence approach. / Chiu, Deng Yiv; Shiu, Cheng Yi; Lin, Yu Sheng.
Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011. 2011. p. 341-345 5967572 (Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011).

研究成果: 書貢獻/報告類型 › 會議論文篇章 › 同行評審

TY - GEN

T1 - U.S.A. S&P 500 stock market dynamism exploration with moving window and artificial intelligence approach

AU - Chiu, Deng Yiv

AU - Shiu, Cheng Yi

AU - Lin, Yu Sheng

PY - 2011

Y1 - 2011

N2 - We propose an approach of artificial immune algorithm, fuzzy theorem, support vector regression, and seasonal moving window to explore stock dynamism among same seasons in continuous years for USA S&P 500 stock indexes. First, we select optimal number of trading days to calculate technical indicator values. We apply artificial immune algorithm to locate optimal combination of technical indicators as input variables. The property of nonlinearity and high dimensionality of the support vector regression is employed to explore the stock price patterns.

AB - We propose an approach of artificial immune algorithm, fuzzy theorem, support vector regression, and seasonal moving window to explore stock dynamism among same seasons in continuous years for USA S&P 500 stock indexes. First, we select optimal number of trading days to calculate technical indicator values. We apply artificial immune algorithm to locate optimal combination of technical indicators as input variables. The property of nonlinearity and high dimensionality of the support vector regression is employed to explore the stock price patterns.

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M3 - 會議論文篇章

AN - SCOPUS:80052120826

SN - 9788988678367

T3 - Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011

SP - 341

EP - 345

BT - Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011

T2 - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011

Y2 - 21 June 2011 through 23 June 2011

ER -

Chiu DY, Shiu CY, Lin YS. U.S.A. S&P 500 stock market dynamism exploration with moving window and artificial intelligence approach. 於 Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011. 2011. p. 341-345. 5967572. (Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011).

U.S.A. S&P 500 stock market dynamism exploration with moving window and artificial intelligence approach

摘要

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