Financial time series modelling with discounted least squares backpropagation.
Apostolos-Paul Nicholas RefenesYves BentzDerek W. BunnA. Neil BurgessAchilleas ZapranisPublished in: Neurocomputing (1997)
Keyphrases
- back propagation
- financial time series
- least squares
- levenberg marquardt
- stock market
- neural network
- financial time series forecasting
- artificial neural networks
- feed forward
- bp algorithm
- training algorithm
- neural nets
- turning points
- financial data
- bp neural network
- multilayer perceptron
- non stationary
- hidden layer
- fuzzy logic
- stock price
- feedforward neural networks
- backpropagation neural networks
- learning algorithm
- multivariate time series
- feed forward neural networks
- exchange rate
- neural network ensemble
- backpropagation neural network
- multilayer perceptron neural network
- dynamic programming
- backpropagation algorithm
- activation function
- genetic algorithm
- optimal policy
- optical flow
- artificial intelligence