Rule inference for financial prediction using recurrent neural networks.
C. Lee GilesSteve LawrenceAh Chung TsoiPublished in: CIFEr (1997)
Keyphrases
- recurrent neural networks
- chaotic time series
- neural network
- feed forward
- prediction accuracy
- recurrent networks
- complex valued
- reservoir computing
- prediction model
- echo state networks
- prediction error
- long short term memory
- artificial neural networks
- neural model
- probabilistic inference
- cascade correlation
- bayesian networks
- inference process
- genetic algorithm
- feedforward neural networks
- risk management
- bayesian inference
- hebbian learning
- failure prediction
- classification rules
- regression model
- long term
- association rules