Helen Z. H. Lai

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In this paper, an Adaptive Rival Penalized Competitive Learning and Combined Linear Prediction model is applied to the forecast of stock price and exchange rate. As shown by the experimental results, this approach not only is better than Elman Net and MA(q) models in the criterion of root mean square error, but also can bring in more returns in the trade(More)
In this paper, we empirically compare the behavior of open-to-open and close-to-close returns on Shang Hai Stock Exchange (SHSE) that there are diflerent trading mechanisms (call market at the opening in the morning and then followed by continuous market). We use the non-linear regression based on neural network to study the volatility and the efficiency of(More)
This article compares the performance of Adaptive RPCL-CLP [Cheung, Lai and Xu, 1995] with that of RPCL-ART [Leung, Cheung, Lai and Xu, 1995] on financial prediction. They are evaluated in terms of prediction accuracy as well as profit gains under two simple trading systems. Computer experiments show how Adaptive RPCL-CLP out-performs RPCL-ART and some(More)
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