Hybridizing Exponential Smoothing and Neural Network for Financial Time Series Predication.
Kin Keung LaiLean YuShouyang WangWei HuangPublished in: International Conference on Computational Science (4) (2006)
Keyphrases
- financial time series
- exponential smoothing
- neural network
- prediction model
- stock market
- financial time series forecasting
- turning points
- non stationary
- financial data
- stock price
- moving average
- exchange rate
- demand forecasting
- neural network model
- back propagation
- bp neural network
- regression model
- fault diagnosis
- multivariate time series
- pattern recognition
- fuzzy logic
- artificial neural networks
- genetic algorithm
- short term
- wavelet neural network
- information extraction
- machine learning