Piecewise nonlinear model for financial time series forecasting with artificial neural networks.

Kyong Joo Oh Kyoung-jae Kim

Published in: Intell. Data Anal. (2002)

Keyphrases

financial time series forecasting
nonlinear models
artificial neural networks
linear model
financial time series
linear models
least squares
regression model
support vector regression
control law
decision trees
logistic regression
training data
classification accuracy
statistical models