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Reunión 27 de Octubre 2017

Conclusiones:

1) Búsqueda en estas revistas asociadas a la Inteligencia Artificial:


- Expert Systems with Applications
- Fuzzy Sets and Systems
- IEEE Transactions on Fuzzy Systems
- IEEE Transactions on Systems Man and Cibernetics
- Information Sciences
- Knowledge Based Systems
- International Journal of Approximate Reasoning

Búsqueda de los terminos:

- Forecast, Forecasting
- Share, stock
- Market
- Y combinación de los anteriores

2) Poner en este documento, a continuación, la referencia de los artículos encontrados:

[1] Generating ternary stock trading signals using fuzzy genetic network programming
Hosein Hamisheh Bahar; Mohammad H. Fazel Zarandi; Akbar Esfahanipour
2016 Annual Conference of the North American Fuzzy Information Processing Society
(NAFIPS)
Year: 2016 Pages: 1 – 6
IEEE Conference Publications

[2] Hybrid Feature Selection Based on Improved Genetic Algorithm for Stock Prediction
Yanan Mao; Zuoquan Zhang; Dingyuan Fan
2016 6th International Conference on Digital Home (ICDH)
Year: 2016 Pages: 215 – 220
IEEE Conference Publications

[3] The prediction system for data analysis of stock market by using Genetic Algorithm
Ching-Te Wang; Yung-Yu Lin
2015 12th International Conference on Fuzzy Systems and Knowledge Discovery (FSKD)
Year: 2015 Pages: 1721 – 1725
IEEE Conference Publications

[4] Stock Forecasting Model Based on Combined Fuzzy Time Series andGenetic Algorithm
Ajeeta Sachdev; Vivek Sharma
2015 International Conference on Computational Intelligence and Communication
Networks (CICN)
Year: 2015 Pages: 1303 - 1307
IEEE Conference Publications
[5] Development of a genetic programming-based GA methodology for the prediction of
short-to-medium-term stock markets
Manal Alghieth; Yingjie Yang; Francisco Chiclana
2016 IEEE Congress on Evolutionary Computation (CEC)
Year: 2016 Pages: 2381 - 2388
IEEE Conference Publications

[6] Stock Market Forecasting Algorithm Based on Improved NeuralNetwork


Bihui Luo; Yuan Chen; Weichen Jiang
2016 Eighth International Conference on Measuring Technology and Mechatronics
Automation (ICMTMA)
Year: 2016 Pages: 628 - 631
IEEE Conference Publications

[7] Genetic algorithm and Particle Swarm Optimization of ensemble neuralnetworks with
type-1 and type-2 fuzzy integration for prediction of the Taiwan Stock Exchange
Martha Pulido; Patricia Melin
2016 IEEE 8th International Conference on Intelligent Systems (IS)
Year: 2016 Pages: 140 - 145
IEEE Conference Publications

[8] Optimized Radial Basis Functional neural network for stock index prediction
Rakhi Mahanta; Trilok Nath Pandey; Alok Kumar Jagadev; Satchidananda Dehuri
2016 International Conference on Electrical, Electronics, and Optimization Techniques
(ICEEOT)
Year: 2016 Pages: 1252 - 1257
IEEE Conference Publications

[9] Application of the Artifical Neural Network in Predicting the Direction ofStock Market
Index
Qiu Mingyue; Li Cheng; Song Yu
2016 10th International Conference on Complex, Intelligent, and Software Intensive
Systems (CISIS)
Year: 2016 Pages: 219 - 223
IEEE Conference Publications

[10] A stock price forecasting application using neural networks with multi-optimizer
Chukiat Worasucheep
2016 IEEE 9th International Workshop on Computational Intelligence and Applications
(IWCIA)
Year: 2016 Pages: 63 - 68
IEEE Conference Publications
[11] A hybrid swarm optimization for neural network training with application in stock
price forecasting
Jianjia Pan; Yuan Yan Tang; Yulong Wang; Xianwei Zheng; Huiwu Luo; Haoliang Yuan;
Patrick Shen Pei Wang
2016 IEEE International Conference on Systems, Man, and Cybernetics (SMC)
Year: 2016 Pages: 004450 - 004453
IEEE Conference Publications

[12] Stock price trend prediction using Artificial Neural Network techniques: Case study:
Thailand stock exchange
Weerachart Lertyingyod; Nunnapus Benjamas
2016 International Computer Science and Engineering Conference (ICSEC)
Year: 2016 Pages: 1 - 6
IEEE Conference Publications

[13] Stock market prediction using an improved training algorithm of neuralnetwork


Mustain Billah; Sajjad Waheed; Abu Hanifa
2016 2nd International Conference on Electrical, Computer & Telecommunication
Engineering (ICECTE)
Year: 2016 Pages: 1 - 4
IEEE Conference Publications

[14] Stock market's price movement prediction with LSTM neural networks
David M. Q. Nelson; Adriano C. M. Pereira; Renato A. de Oliveira
2017 International Joint Conference on Neural Networks (IJCNN)
Year: 2017 Pages: 1419 - 1426
IEEE Conference Publications

[15] Stock price forecasting based on BP neural network model of network public opinion
Yawen Yu; Shanshan Wang; Lijun Zhang
2017 2nd International Conference on Image, Vision and Computing (ICIVC)
Year: 2017 Pages: 1058 - 1062
IEEE Conference Publications

[16] Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural
Networks
Avraam Tsantekidis; Nikolaos Passalis; Anastasios Tefas; Juho Kanniainen;Moncef
Gabbouj; Alexandros Iosifidis
2017 IEEE 19th Conference on Business Informatics (CBI)
Year: 2017, Volume: 01 Pages: 7 - 12
IEEE Conference Publications
[17] A Novel Approach Based on Neural Networks and Support Vector Machine for Stock
Price Pattern Discovery
Fan Yajing; Gan Yujian
2017 IEEE International Conference on Big Knowledge (ICBK)
Year: 2017 Pages: 259 - 263
IEEE Conference Publications

[18] Stock market index prediction using deep neural network ensemble
Bing Yang; Zi-Jia Gong; Wenqi Yang
2017 36th Chinese Control Conference (CCC)
Year: 2017 Pages: 3882 - 3887
IEEE Conference Publications

[19] Stock price forecasting using artificial neural network: (Case Study: PT. Telkom
Indonesia)
Adetya Prastyo; Danang Junaedi; Mahmud Dwi Sulistiyo
2017 5th International Conference on Information and Communication Technology
(ICoIC7)
Year: 2017 Pages: 1 - 6
IEEE Conference Publications

[22] A new hybrid artificial neural networks and fuzzy regression model for time series
forecasting
Fuzzy Sets and Systems,
Volume 159, Issue 7, 1 April 2008, Pages 769-786
Mehdi Khashei, Seyed Reza Hejazi, Mehdi Bijari

[23] Supporting trading strategies by inverse fuzzy transform


Fuzzy Sets and Systems,
Volume 180, Issue 1, 1 October 2011, Pages 121-145
Luigi Troiano, Pravesh Kriplani

[24] Effective lengths of intervals to improve forecasting in fuzzy time series


Fuzzy Sets and Systems,
Volume 123, Issue 3, 1 November 2001, Pages 387-394
Kunhuang Huarng

[25] An intelligent stock trading decision support system through integration of genetic
algorithm based fuzzy neural network and artificial neural network
Fuzzy Sets and Systems,
Volume 118, Issue 1, 16 February 2001, Pages 21-45
R.J. Kuo, C.H. Chen, Y.C. Hwang
Las siguientes referencias son de la bibliografía de la tesis sobre el mercado bursátil

[27] [Aiken y Bsat, 1999] M. Aiken y M. Bsat. Forecasting Market Trends


with Neural Networks. Information Systems Management, 16 (4), pp.
42-48, 1999.

[28] [Allen y Karjalainen, 1999] F. Allen and R. Karjalainen. Using


genetic algorithms to find technical trading rules. Journal of
Financial Economics, 51, pp. 245–271, 1999.

[29] [Becker y Seshadri, 2003] L. A. Becker y M. Seshadri. GP-evolved


technical trading rules can outperform buy and hold. En
Procceedings of the Sixth International Conference on Computational
Intelligence and Natural Computing. Septiembre 2003.

[30] [Chan et al., 2000] M-C. Chan, C-C Wong y C-C Lam. Financial Time
Series Forecasting by Neural Network Using Conjugate Gradient
Learning Algorithm and Multiple Linear Regression Weight
Initialization. Series Computing in Economics and Finance, Society
for Computational Economics, 61, 2000.

[31] [Dutta et al., 2006] G. Dutta, P. Jha, A. K. Laha y N. Mohan.


Artificial Neural Network Models for Forecasting Stock Price Index
in the Bombay Stock Exchange. Journal of Emerging Market
Finance, 5 (3), pp. 283-295, 2006.

[32] [Fernández et al., 2001] F. Fernández Rodríguez, C. González Martel


y S. Sosvilla Rivero. Optimization of technical rules by genetic
algorithms: Evidence from Madrid stock market. Documento de
trabajo 2001-14. Fundación de Estudios de Economía Aplicada, 2001.

[33] [Jaditz y Sayers, 1998] T. Jaditz y C. L. Sayers. Out of sample


forecast performance as a test for nonlinearity in time series. Journal
of Business & Economics Statistics, 16, pp. 110–117, 1998.

[34] [Jasic y Wood, 1994] T. Jasic y D. Wood. The Profitability of Daily


Stock Market Indices Trades Based on Neural Network Predictions:
Case Study for the S&P 500, the DAX, the TOPIX and the FTSE in
the Period 1965–1999. Applied Financial Economics, 14 (4), pp. 285–
297, 2004.

[35] [Kuo et al., 1996] R. J. Kuo, L. C. Lee y C. F. Lee. Integration of


Artificial Neutal Networks and Fuzzy Delphi for Stock Market
Forecasting. En Proceedings of the 1996 IEEE International
Conference on Systems, Man and Cybernetics, pp. 1073-1078, junio
1996.

[36] [Li y Tsang, 1999] J. Li y E. P. K. Tsang. Improving technical


analysis predictions: an application of genetic programming. En
Proceedings of the Florida Artificial Intelligence Research
Symposium, EE.UU., 1999.

[37] [Ni y Zhang, 2006] J. Ni y C. Zhang. Mining Better Technical Trading


Strategies with Genetic Algorithms. Actas del International
Workshop on Integrating AI and Data Mining (AIDM'06), pp. 26-33,
2006.

[38] [Núñez, 2002] L. Nuñez. An analysis of the robustness of Genetic


Algorithm (GA) methodology in the design of trading systems for the
Stock Exchange. Computing in Economics and Finan

3) Subir a Dropbox dichos artículos.

Reunión 3 Octubre 2017

CONCLUSIONES

1) Buscar más artículos relacionados en las revistas de la semana pasada. En algunas de ellas
no se había buscado.

2) Poner en este documento, a continuación, las referencias de los encontrados:

[39] Shashikumar G.Totad, G.Suresh “A novel Fuzzy time-series based forecasting of Stock
Price”
International Journal of Soft Computing and,Artificial Intelligence, ISSN: 2321 404X,
Volume-1, Issue-2 Nov-2013.

[40] Manjul Saini, A.K.Singh “Forecasting Stock Exchange Market and Weather Using Soft
Computing”.International Journal of Advanced
Research in Computer Science and Software
Engineering.Volume 4, Issue 5,May 2014.

[41] Dr.Mrs.S.S.Apte2 , Bhagyashri U. Kale3 “An Analysis on Stock Market Intelligence and
Research Approaches”
International Journal of Application or Innovation in Engineering Management (IJAIEM).
Volume 3, Issue 1, January 2014. ISSN 2319 – 4847

[42] I. Perfilieva, V. Novák, V. Pavliska, A. Dvorák, M. Stepnicka, Analysis and prediction of time
series using fuzzy transform, in: IJCNN, IEEE,
2008, pp. 3876–3880.
[43] A hybrid model for high-frequency stock market forecasting
Original research article
Expert Systems with Applications, Volume 42, Issue 8, 15 May 2015, Pages 4081-4096
Ricardo de A. Araújo, Adriano L.I. Oliveira, Silvio Meira

[44] Fuzzy modeling of stock trading with fuzzy candlesticks


Original research article
Expert Systems with Applications, Volume 93, 1 March 2018, Pages 15-27
Rodrigo Naranjo, Javier Arroyo, Matilde Santos

[45] Improving stock index forecasts by using a new weighted fuzzy-trend time series method
Original research article
Expert Systems with Applications, Volume 76, 15 June 2017, Pages 12-20
Abel Rubio, José D. Bermúdez, Enriqueta Vercher

[46] Forecasting stock indices with back propagation neural network


Expert Systems with Applications, Volume 38, Issue 11, October 2011, Pages 14346-14355
Jian-Zhou Wang, Ju-Jie Wang, Zhe-George Zhang, Shu-Po Guo

[47] Integrating metaheuristics and Artificial Neural Networks for improved stock price
prediction
Original research article
Expert Systems with Applications, Volume 44, February 2016, Pages 320-331
Mustafa Göçken, Mehmet Özçalıcı, Aslı Boru, Ayşe Tuğba Dosdoğru

[48] Recurrent neural network and a hybrid model for prediction of stock returns
Original research article
Expert Systems with Applications, Volume 42, Issue 6, 15 April 2015, Pages 3234-3241
Akhter Mohiuddin Rather, Arun Agarwal, V.N. Sastry

[49] A Bayesian regularized artificial neural network for stock market forecasting
Original research article
Expert Systems with Applications, Volume 40, Issue 14, 15 October 2013, Pages 5501-5506
Jonathan L. Ticknor

[50] An efficient CMAC neural network for stock index forecasting


Original research article
Expert Systems with Applications, Volume 38, Issue 12, November–December 2011, Pages
15194-15201
Chi-Jie Lu, Jui-Yu Wu

[51] Applying Artificial Neural Networks to prediction of stock price and improvement of the
directional prediction index – Case study of PETR4, Petrobras, Brazil
Original research article
Expert Systems with Applications, Volume 40, Issue 18, 15 December 2013, Pages 7596-7606
Fagner A. de Oliveira, Cristiane N. Nobre, Luis E. Zárate

[52] Using artificial neural network models in stock market index prediction
Original research article
Expert Systems with Applications, Volume 38, Issue 8, August 2011, Pages 10389-10397
Erkam Guresen, Gulgun Kayakutlu, Tugrul U. Daim
[53] A genetic programming model to generate risk-adjusted technical trading rules in stock
markets
Original research article
Expert Systems with Applications, Volume 38, Issue 7, July 2011, Pages 8438-8445
Akbar Esfahanipour, Somayeh Mousavi

[54] Dynamically exploring internal mechanism of stock market by fuzzy-based support vector
machines with high dimension input space and genetic algorithm
Original research article
Expert Systems with Applications, Volume 36, Issue 2, Part 1, March 2009, Pages 1240-1248
Deng-Yiv Chiu, Ping-Jie Chen

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4) Seleccionar un artículo relacionado estudiarlo y comentarlo para la próxima reunión.