Title
Law discovery from financial data using neural networks.
Abstract
Abstract This paper describes an experimental study for discovering underlying laws of market capitalization using BS (Balance Sheet) items. For this purpose,we apply law discovery methods based on neural networks: RF5 (Rule Finder) discovers a single numeric law from data containing only numeric values,RF6 discovers a set of nominally conditioned polynomials from data containing both nominal and numeric values,and MCV regularizer is used to improve both the generalization performance and the readability. Our preliminary experimental results show that these methods are promising for discovering underlying laws from financial data.
Year
DOI
Venue
2000
10.1109/CIFER.2000.844627
CIFEr
Keywords
Field
DocType
artificial intelligence,generalization,market capitalization,neural networks,radio frequency,data mining,polynomials,training data,degradation,neural network,robustness,neural nets
Data mining,Balance sheet,Polynomial,Computer science,Market capitalization,Readability,Artificial intelligence,Finance,Artificial neural network,Financial data processing,Law,Machine learning
Conference
Citations 
PageRank 
References 
3
0.47
7
Authors
6
Name
Order
Citations
PageRank
Kazumi Saito130.47
Naonori Ueda21902214.32
Shigeru Katagiri3850114.01
Yutaka Fukai430.47
Hiroshi Fujimaru530.47
Masayuki Fujinawa630.47