Exponent back propagation neural network forecasting for financial cross-correlation relationship.

Haiyan Mo Jun Wang Hongli Niu

Published in: Expert Syst. Appl. (2016)

Keyphrases

cross correlation
back propagation neural network
support vector regression
neural network
template matching
frequency domain
hybrid model
prediction model
mutual information
neural network model
artificial neural networks
machine learning
multiscale
evolutionary algorithm
denoising