Select the Size of Training Set for Financial Forecasting with Neural Networks.
Wei HuangYoshiteru NakamoriShouyang WangHui ZhangPublished in: ISNN (2) (2005)
Keyphrases
- financial forecasting
- neural network
- training set
- genetic programming
- computational finance
- test set
- soft computing
- active learning
- pattern recognition
- training data
- fuzzy logic
- multiple kernel learning
- expert systems
- feature space
- supervised learning
- cross validation
- long term
- classification accuracy
- training samples
- trading systems
- data sets