A Comparative Study of FastICA and Gradient Algorithms for Stock Market Analysis

• Autorzy: Kesra Nermend , Yasen Rajihy
• Języki publikacji: EN

Abstrakty

EN

In this paper we proved that a fast fixed point algorithm known as FastICA algorithm depending on maximization the nongaussianity by using the negentropy approach is one of the best algorithm for solving ICA model. We compare this algorithm with Gradient algorithm. The Abu Dhabi Islamic Bank (ADIB) used as illustrative example to evaluate the performance of these two algorithms. Experimental results show that the FastICA algorithm is more robust and faster than Gradient algorithm in stock market analysis. (original abstract)

Słowa kluczowe

PL

Rynek akcji; Analiza rynku; Entropia; Algorytmy; Efektywność algorytmów

EN

Equity market; Market analysis; Entropy; Algorithms; Algorithmic effectiveness

• Czasopismo: Metody Ilościowe w Badaniach Ekonomicznych / Szkoła Główna Gospodarstwa Wiejskiego
• Rocznik: 2014
• Tom: 15(XV)
• Numer: nr 1
• Strony: 142-152

Twórcy

autor

Kesra Nermend

• University of Szczecin, Poland

autor

Yasen Rajihy

• University of Babylon, Iraq

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