Establishing an Index Arbitrage Model by Applying Neural Networks Method - A Case Study of Nikkei 225 Index.
An-Pin ChenChieh-Yow ChianglinHisu-Pei ChungPublished in: Int. J. Neural Syst. (2001)
Keyphrases
- statistical model
- neural network
- high order
- objective function
- mathematical model
- probabilistic model
- study proposes
- prior knowledge
- test data
- cost function
- prediction model
- em algorithm
- theoretical analysis
- sensitivity analysis
- reconstruction method
- tree structure
- modeling method
- neural network model
- bp neural network
- optimization method
- energy function
- parameter estimation
- input data
- evaluation method
- back propagation neural network
- linear regression
- probability distribution
- indexing method
- network model
- video sequences
- pattern recognition
- neural network is trained
- classification method
- neural network structure
- rule extraction
- data structure
- autoregressive
- hybrid model
- linear model
- neural nets
- artificial neural networks
- prior information
- statistical methods
- segmentation method