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An improved probabilistic neural network model for directional prediction of a stock market index

Chandrasekara, Vasana, Tilakaratne, Chandima and Mammadov, Musa 2019, An improved probabilistic neural network model for directional prediction of a stock market index, Applied sciences, vol. 9, no. 24, pp. 1-21, doi: 10.3390/app9245334.

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Title An improved probabilistic neural network model for directional prediction of a stock market index
Author(s) Chandrasekara, Vasana
Tilakaratne, Chandima
Mammadov, MusaORCID iD for Mammadov, Musa orcid.org/0000-0002-2600-3379
Journal name Applied sciences
Volume number 9
Issue number 24
Article ID 5334
Start page 1
End page 21
Total pages 21
Publisher MDPI
Place of publication Basel, Switzerland
Publication date 2019
ISSN 2076-3417
2076-3417
Keyword(s) Probabilistic neural network (PNN)
Multi-class undersampling based bagging (MCUB)
Stock market indices
Multivariate distribution
Global optimization
Directional prediction
Language eng
DOI 10.3390/app9245334
Indigenous content off
HERDC Research category C1 Refereed article in a scholarly journal
Free to Read? Yes
Persistent URL http://hdl.handle.net/10536/DRO/DU:30133598

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Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.