Improving financial time series prediction using exogenous series and neural networks committees.
Manoel C. Amorim NetoGustavo TavaresVictor M. O. AlvesGeorge D. C. CavalcantiIng Ren TsangPublished in: IJCNN (2010)
Keyphrases
- neural network
- artificial neural networks
- neural network model
- mackey glass
- autoregressive
- recurrent neural networks
- pattern recognition
- chaotic time series
- non stationary
- genetic algorithm
- back propagation
- radial basis function
- function approximation
- stock market
- fuzzy logic
- moving average
- financial crisis
- feed forward
- multilayer perceptron
- network architecture
- multi layer perceptron
- long term
- decision making
- activation function
- prediction model
- data sets
- fault diagnosis
- sufficient conditions