Prediction II

Wednesday, 1:30 - 3:00 p.m.

(Hawthorne Suite II)

Session Chair:  Richard Povinelli, Marquette University, Milwaukee, WI  USA              

WP1.1A  A Temporal Pattern Approach for Predicting Weekly Financial Time Series
David H. Diggs, Richard J. Povinelli, Marquette University, Milwaukee, WI  USA

WP1.1B  New Methods to Optimize Stock Price Prediction with Neural Networks
Hua Jiang, Ryerson University Toronto, Ontario  CANADA

WP1.1C  A Practical Artificial Intelligence – Based Predictor for Real Time Stock Index Forecasting Problem
Hailin Li, Cihan Dagli, University of Missouri – Rolla, Rolla, MO  USA 

WP1.1D  A Hybrid Option Pricing Model Using a Neural Network for Forecasting Volatility
Sunisa Amornwattana, David Enke, Cihan Dagli, University of Missouri – Rolla, Rolla, MO  USA 

WP1.1E  New Methods to Test Elastic Market Efficiency Theory with Neural Networks
Hua Jiang, Ryerson University Toronto, Ontario  CANADA