183 ベイジアンネットワークによる株価予測モデルの改良について

Abstract

The stock price prediction using Bayesian network has been presented by some researches. Their results showed that the prediction algorithm using Bayesian network has good prediction accuracy, This paper presents the improved algorithm in which the prediction accuracy of Nikkei stock average is enhanced by using NASDAQ index data. The accuracy of the present algorithm is compared with the precious algorithms in order to confirm the validity.