Using neural network prediction to arbitrage the Australian All-Ordinaries Index.
D. EdelmanP. DavyYat Lok ChungPublished in: KES (1999)
Keyphrases
- neural network
- prediction model
- prediction accuracy
- database
- prediction algorithm
- neural network model
- chaotic time series
- artificial neural networks
- short term load forecasting
- elman network
- fuzzy artmap
- learning vector quantization
- feed forward neural networks
- multi layer
- prediction error
- recurrent neural networks
- b tree
- genetic algorithm
- nearest neighbor
- self organizing maps
- feed forward
- fault diagnosis
- regression model
- training algorithm
- network architecture
- multi layer perceptron
- predictive model
- back propagation
- radial basis function neural network
- index structure
- support vector machine
- neural network ensemble
- knn
- pattern recognition