Forecasting financial time series using a low complexity recurrent neural network and evolutionary learning approach.
Ajit Kumar RoutP. K. DashRajashree DashRanjeeta BisoiPublished in: J. King Saud Univ. Comput. Inf. Sci. (2017)
Keyphrases
- low complexity
- financial time series
- recurrent neural networks
- evolutionary learning
- stock market
- financial time series forecasting
- non stationary
- exchange rate
- feed forward
- neural network
- evolutionary computation
- recurrent networks
- turning points
- financial data
- complex valued
- computational complexity
- reservoir computing
- motion estimation
- artificial neural networks
- stock price
- stock exchange
- echo state networks
- distributed video coding
- lower complexity
- short term
- multivariate time series
- image sequences
- reinforcement learning
- machine learning
- real time
- artificial intelligence
- computer vision
- decision making
- computational intelligence
- long term
- evolutionary algorithm
- feature extraction