Advantages of direct input-to-output connections in neural networks: The Elman network for stock index forecasting.
Yaoli WangLipo WangFangjun YangWenxia DiQing ChangPublished in: Inf. Sci. (2021)
Keyphrases
- neural network
- elman network
- desired output
- stock index
- hidden units
- stock market
- garch model
- artificial neural networks
- empirical analysis
- input variables
- stock exchange
- stock price
- financial markets
- stock index futures
- input data
- short term
- trading systems
- financial time series
- hidden layer
- neural network model
- rbf network
- input pattern
- genetic algorithm
- long term
- back propagation
- portfolio management
- fault diagnosis
- forecasting model
- decision making
- radial basis function
- sar images