Innovative Financial Prediction Model Based on Lasso and Keras Neural Network.
Xiaogang WangShichen ZhaiPublished in: ICGEC (2018)
Keyphrases
- neural network
- prediction model
- prediction accuracy
- artificial neural networks to predict
- decision making
- artificial neural networks
- elman network
- feature selection
- back propagation
- neural network ensemble
- prediction algorithm
- multi layer perceptron
- prediction error
- chaotic time series
- neural network model
- recurrent neural networks
- pattern recognition
- neural nets
- radial basis function neural network
- bp neural network
- self organizing maps
- cross validation
- network architecture
- risk management
- multilayer perceptron
- neural network is trained
- short term prediction
- fault diagnosis
- learning algorithm