Matches in SemOpenAlex for { <https://semopenalex.org/work/W3015554846> ?p ?o ?g. }
Showing items 1 to 100 of
100
with 100 items per page.
- W3015554846 abstract "We propose a novel method for training neural networks to predict the future prices of stock indexes. Unlike previous works, we do not use target stock index data for training neural networks for index prediction. Instead, we use only the data of individual companies to obtain sufficient amount of data for training neural networks for stock index prediction. As a result, our method can avoid various problems due to training complex machine learning models on a small amount of data. We performed numerous types of experiments to test methods designed for predicting the future price of the S&P 500 which is one of the most commonly traded stock indexes. Our experiments show that neural networks trained using our method outperform neural networks trained on stock index data. Compared with other state-of-the-art methods, our method is conceptually simpler and easier to apply, and achieves better results. We obtained approximately a 5-16% annual return before transaction costs during the test period (2006-2018)." @default.
- W3015554846 created "2020-04-17" @default.
- W3015554846 creator A5076917278 @default.
- W3015554846 creator A5080962975 @default.
- W3015554846 date "2020-04-10" @default.
- W3015554846 modified "2023-09-26" @default.
- W3015554846 title "Effectively training neural networks for stock index prediction: Predicting the S&P 500 index without using its index data" @default.
- W3015554846 cites W1980836123 @default.
- W3015554846 cites W2004463884 @default.
- W3015554846 cites W2101620928 @default.
- W3015554846 cites W2119657026 @default.
- W3015554846 cites W2145339207 @default.
- W3015554846 cites W2165698076 @default.
- W3015554846 cites W2171468534 @default.
- W3015554846 cites W2194775991 @default.
- W3015554846 cites W2284153934 @default.
- W3015554846 cites W2344786740 @default.
- W3015554846 cites W2549139847 @default.
- W3015554846 cites W2891295326 @default.
- W3015554846 cites W2919115771 @default.
- W3015554846 cites W2962843773 @default.
- W3015554846 cites W2983557821 @default.
- W3015554846 cites W3122714990 @default.
- W3015554846 cites W32403112 @default.
- W3015554846 doi "https://doi.org/10.1371/journal.pone.0230635" @default.
- W3015554846 hasPubMedCentralId "https://www.ncbi.nlm.nih.gov/pmc/articles/7147736" @default.
- W3015554846 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/32275721" @default.
- W3015554846 hasPublicationYear "2020" @default.
- W3015554846 type Work @default.
- W3015554846 sameAs 3015554846 @default.
- W3015554846 citedByCount "6" @default.
- W3015554846 countsByYear W30155548462020 @default.
- W3015554846 countsByYear W30155548462021 @default.
- W3015554846 countsByYear W30155548462022 @default.
- W3015554846 crossrefType "journal-article" @default.
- W3015554846 hasAuthorship W3015554846A5076917278 @default.
- W3015554846 hasAuthorship W3015554846A5080962975 @default.
- W3015554846 hasBestOaLocation W30155548461 @default.
- W3015554846 hasConcept C119857082 @default.
- W3015554846 hasConcept C124101348 @default.
- W3015554846 hasConcept C127413603 @default.
- W3015554846 hasConcept C136764020 @default.
- W3015554846 hasConcept C149782125 @default.
- W3015554846 hasConcept C151730666 @default.
- W3015554846 hasConcept C154945302 @default.
- W3015554846 hasConcept C16910744 @default.
- W3015554846 hasConcept C199360897 @default.
- W3015554846 hasConcept C204036174 @default.
- W3015554846 hasConcept C2777382242 @default.
- W3015554846 hasConcept C2780299701 @default.
- W3015554846 hasConcept C2780762169 @default.
- W3015554846 hasConcept C33923547 @default.
- W3015554846 hasConcept C41008148 @default.
- W3015554846 hasConcept C50644808 @default.
- W3015554846 hasConcept C51632099 @default.
- W3015554846 hasConcept C78519656 @default.
- W3015554846 hasConcept C86803240 @default.
- W3015554846 hasConcept C88389905 @default.
- W3015554846 hasConceptScore W3015554846C119857082 @default.
- W3015554846 hasConceptScore W3015554846C124101348 @default.
- W3015554846 hasConceptScore W3015554846C127413603 @default.
- W3015554846 hasConceptScore W3015554846C136764020 @default.
- W3015554846 hasConceptScore W3015554846C149782125 @default.
- W3015554846 hasConceptScore W3015554846C151730666 @default.
- W3015554846 hasConceptScore W3015554846C154945302 @default.
- W3015554846 hasConceptScore W3015554846C16910744 @default.
- W3015554846 hasConceptScore W3015554846C199360897 @default.
- W3015554846 hasConceptScore W3015554846C204036174 @default.
- W3015554846 hasConceptScore W3015554846C2777382242 @default.
- W3015554846 hasConceptScore W3015554846C2780299701 @default.
- W3015554846 hasConceptScore W3015554846C2780762169 @default.
- W3015554846 hasConceptScore W3015554846C33923547 @default.
- W3015554846 hasConceptScore W3015554846C41008148 @default.
- W3015554846 hasConceptScore W3015554846C50644808 @default.
- W3015554846 hasConceptScore W3015554846C51632099 @default.
- W3015554846 hasConceptScore W3015554846C78519656 @default.
- W3015554846 hasConceptScore W3015554846C86803240 @default.
- W3015554846 hasConceptScore W3015554846C88389905 @default.
- W3015554846 hasFunder F4320322120 @default.
- W3015554846 hasLocation W30155548461 @default.
- W3015554846 hasLocation W30155548462 @default.
- W3015554846 hasLocation W30155548463 @default.
- W3015554846 hasLocation W30155548464 @default.
- W3015554846 hasLocation W30155548465 @default.
- W3015554846 hasOpenAccess W3015554846 @default.
- W3015554846 hasPrimaryLocation W30155548461 @default.
- W3015554846 hasRelatedWork W1598433227 @default.
- W3015554846 hasRelatedWork W1912507756 @default.
- W3015554846 hasRelatedWork W1963569934 @default.
- W3015554846 hasRelatedWork W1980796050 @default.
- W3015554846 hasRelatedWork W2122552724 @default.
- W3015554846 hasRelatedWork W2289642014 @default.
- W3015554846 hasRelatedWork W2375912809 @default.
- W3015554846 hasRelatedWork W3015554846 @default.
- W3015554846 hasRelatedWork W4206726836 @default.
- W3015554846 hasRelatedWork W4320926335 @default.
- W3015554846 isParatext "false" @default.
- W3015554846 isRetracted "false" @default.
- W3015554846 magId "3015554846" @default.
- W3015554846 workType "article" @default.