Integrating recurrent SOM with wavelet-based kernel partial least square regressions for financial forecasting.
Shian-Chang HuangTung-Kuang WuPublished in: Expert Syst. Appl. (2010)
Keyphrases
- financial forecasting
- partial least squares
- multiple kernel learning
- genetic programming
- neural network
- input space
- factor analysis
- discriminant analysis
- kernel methods
- dimension reduction
- kernel function
- cluster analysis
- data sets
- high dimensional
- feature space
- unsupervised learning
- soft computing
- incremental learning
- support vector
- feature selection
- linear combination
- clustering algorithm
- k means
- artificial neural networks
- pairwise
- risk management
- data mining
- reinforcement learning