Neural Network Model Selection for Financial Time Series Prediction.
Francesco ViriliBernd FreislebenPublished in: Comput. Stat. (2001)
Keyphrases
- model selection
- neural network
- neural network model
- artificial neural networks
- cross validation
- recurrent neural networks
- prediction model
- hyperparameters
- regression model
- parameter estimation
- bayesian learning
- machine learning
- sample size
- error estimation
- back propagation
- non stationary
- mixture model
- variable selection
- marginal likelihood
- ls svm
- statistical inference
- motion segmentation
- bp neural network
- gaussian process
- model selection criteria
- bayesian model selection
- neuro fuzzy
- generalization error
- feature selection
- selection criterion
- multi layer perceptron
- meta learning
- leave one out cross validation
- automatic model selection
- information criterion
- support vector