This paper describes the application of the prediction of stock index by using Bayesian network. In the prediction of FTSE100 in 2007 January-October, the prediction accuracy of Bayesian network was better than that of technical analysis. Next, the history of the prediction accuracy of index in 2007 was discussed. The results indicated that the reduction of prediction accuracy of Bayesian network is effective for finding the trend change of the market.
抄録全体を表示