The Influence of Sample Reconstruction on Stock Trend Prediction via NARX Neural Network.
Yi WeiVipin ChaudharyPublished in: ICMLA (2015)
Keyphrases
- neural network
- chaotic time series
- feed forward
- prediction model
- prediction accuracy
- mackey glass
- image reconstruction from projections
- back propagation
- neural network is trained
- self organizing maps
- recurrent neural networks
- pattern recognition
- phase space
- multi layer perceptron
- neural network ensemble
- neural network model
- feed forward neural networks
- high resolution
- artificial neural networks
- fuzzy logic
- stock market
- stock price
- short term
- activation function
- predictive model
- network architecture
- discrete tomography
- grey model
- back propagation neural network
- sample points
- prediction algorithm
- rbf network
- three dimensional
- genetic algorithm
- radial basis function neural network
- financial time series
- reconstruction method
- hidden layer
- multi layer
- sample size
- regression model