Dynamic adaptive ensemble case-based reasoning: Application to stock market prediction

Se Hak Chun; Yoon Joo Park

doi:10.1016/j.eswa.2004.12.004

Dynamic adaptive ensemble case-based reasoning: Application to stock market prediction

Se Hak Chun, Yoon Joo Park

Dept. of Business Administration

Research output: Contribution to journal › Article › peer-review

58 Scopus citations

Abstract

This paper proposes a new learning technique which extracts new case vectors using Dynamic Adaptive Ensemble CBR (DAE CBR). The main idea of DAE CBR originates from finding combinations of parameter and updating and applying an optimal CBR model to application or domain area. These concepts are investigated against the backdrop of a practical application involving the prediction of a stock market index.

Original language	English
Pages (from-to)	435-443
Number of pages	9
Journal	Expert Systems with Applications
Volume	28
Issue number	3
DOIs	https://doi.org/10.1016/j.eswa.2004.12.004
State	Published - Apr 2005

Keywords

Artificial neural network
Data mining
Dynamic ensemble case-based reasoning
Knowledge discovery
Learning system
Stock price prediction

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10.1016/j.eswa.2004.12.004

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title = "Dynamic adaptive ensemble case-based reasoning: Application to stock market prediction",

abstract = "This paper proposes a new learning technique which extracts new case vectors using Dynamic Adaptive Ensemble CBR (DAE CBR). The main idea of DAE CBR originates from finding combinations of parameter and updating and applying an optimal CBR model to application or domain area. These concepts are investigated against the backdrop of a practical application involving the prediction of a stock market index.",

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AB - This paper proposes a new learning technique which extracts new case vectors using Dynamic Adaptive Ensemble CBR (DAE CBR). The main idea of DAE CBR originates from finding combinations of parameter and updating and applying an optimal CBR model to application or domain area. These concepts are investigated against the backdrop of a practical application involving the prediction of a stock market index.

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KW - Data mining

KW - Dynamic ensemble case-based reasoning

KW - Knowledge discovery

KW - Learning system

KW - Stock price prediction

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Dynamic adaptive ensemble case-based reasoning: Application to stock market prediction

Abstract

Keywords

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