Time series data analysis using probabilistic and neural network

DOI

10.2991/jcis.2006.134How to use a DOI?

Keywords

Bayesian network, neural network, portfolio

Abstract

Artificial intelligence decision support system is always a popular topic in providing the human user with an optimized decision recommendation when operating under uncertainty in complex environments. The particular focus of our discussion is to compare different methods of artificial intelligence decision support systems in the investment domain – the goal of investment decision-making is to select an optimal portfolio that satisfies the investor’s objective, or, in other words, to maximize the investment returns under the constraints given by investors. In this study we applied several artificial intelligence systems like Influence Diagram (a special type of Bayesian network) and Neural Network to get experimental comparison analysis to facilitate users to intelligently select the best portfolio.

Copyright

© 2006, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

TY  - CONF
AU  - Chiu-Che Tseng
PY  - 2006/10
DA  - 2006/10
TI  - Time series data analysis using probabilistic and neural network
BT  - Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)
PB  - Atlantis Press
SN  - 1951-6851
UR  - https://doi.org/10.2991/jcis.2006.134
DO  - 10.2991/jcis.2006.134
ID  - Tseng2006/10
ER  -