Neural network approach to forecasting of quasiperiodic financial time series.

Yevgeniy V. Bodyanskiy Sergiy Popov

Published in: Eur. J. Oper. Res. (2006)

Keyphrases

financial time series
neural network
financial time series forecasting
stock market
exchange rate
financial data
stock price
turning points
non stationary
stock exchange
neural network model
artificial neural networks
short term
stock returns
back propagation
bp neural network
long term
data streams
video sequences