A Stock Market Forecasting Model Combining Two-Directional Two-Dimensional Principal Component Analysis and Radial Basis Function Neural Network

Zhiqiang Guo; Huaiqing Wang; Jie Yang; David J. Miller

doi:10.1371/journal.pone.0122385

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Open Access

Peer-reviewed

Research Article

A Stock Market Forecasting Model Combining Two-Directional Two-Dimensional Principal Component Analysis and Radial Basis Function Neural Network

Zhiqiang Guo ,

* E-mail: guozhiqiang@whut.edu.cn

Affiliation Key Laboratory of Fiber Optic Sensing Technology and Information Processing, School of Information Engineering, Wuhan University of Technology, Wuhan, China
⨯
Huaiqing Wang,

Affiliation Department of Financial Math and Financial Engineering, South University of Science and Technology of China, ShenZhen, China
⨯
Jie Yang,

Affiliation Key Laboratory of Fiber Optic Sensing Technology and Information Processing, School of Information Engineering, Wuhan University of Technology, Wuhan, China
⨯
David J. Miller

Affiliation Department of Electrical Engineering, The Pennsylvania State University, University Park, Pennsylvania, United States of America
⨯

A Stock Market Forecasting Model Combining Two-Directional Two-Dimensional Principal Component Analysis and Radial Basis Function Neural Network

Zhiqiang Guo,
Huaiqing Wang,
Jie Yang,
David J. Miller

Published: April 7, 2015
https://doi.org/10.1371/journal.pone.0122385

About the Authors

Zhiqiang Guo

* E-mail: guozhiqiang@whut.edu.cn

Affiliation Key Laboratory of Fiber Optic Sensing Technology and Information Processing, School of Information Engineering, Wuhan University of Technology, Wuhan, China

Huaiqing Wang

Affiliation Department of Financial Math and Financial Engineering, South University of Science and Technology of China, ShenZhen, China

Jie Yang

Affiliation Key Laboratory of Fiber Optic Sensing Technology and Information Processing, School of Information Engineering, Wuhan University of Technology, Wuhan, China

David J. Miller

Affiliation Department of Electrical Engineering, The Pennsylvania State University, University Park, Pennsylvania, United States of America

Competing Interests

The authors have declared that no competing interests exist.

Author Contributions

Conceived and designed the experiments: ZG HW. Performed the experiments: ZG. Analyzed the data: ZG. Contributed reagents/materials/analysis tools: ZG JY. Wrote the paper: ZG DJM.

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Forecasting
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Stock markets
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Principal component analysis
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Preprocessing
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Neural networks
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Curve fitting
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Algorithms
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Eigenvectors
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