Adaptive clustering of stock prices data using cascaded competitivelearning neural networks
Chengyi Sun; Xueli Yu; Xinfang Feng
Systems, Man, and Cybernetics, 1996., IEEE International Conference on
Volume 3, Issue , 14-17 Oct 1996 Page(s):2359 - 2363 vol.3
Digital Object Identifier 10.1109/ICSMC.1996.565541
Summary:As part of a stock market analysis and prediction system
consisting of an expert system and neural networks, clustering of stock
prices data is needed. This paper proposes a method of clustering stock
prices data using cascaded competitive learning neural networks. Our
experiments show that the method has achieved effective clustering
results for stock prices data and that the method is easily controlled
to produce clustering results which satisfy the customs of stock market
analysts. The method can be used in the cases of other data which have
intrinsically hierarchical cluster structures
View citation and abstract |