Comparison of new activation functions in neural network for forecasting financial time series.
Gecynalda S. da S. GomesTeresa Bernarda LudermirLeyla M. M. R. LimaPublished in: Neural Comput. Appl. (2011)
Keyphrases
- financial time series
- activation function
- neural network
- financial time series forecasting
- stock market
- feed forward neural networks
- back propagation
- neural architecture
- artificial neural networks
- hidden layer
- exchange rate
- feed forward
- non stationary
- financial data
- neural nets
- turning points
- multilayer perceptron
- network architecture
- stock price
- multivariate time series
- radial basis function
- pattern recognition
- neural network model
- learning rate
- training phase
- fuzzy logic
- fuzzy neural network
- multi layer perceptron
- basis functions
- short term
- face recognition
- bp neural network
- support vector
- input space