Using the optimization layer-by-layer learning algorithm on local-recurrent-global-feedforward networks in financial time series predictions.
Jun LuHiroshi OhtaPublished in: Int. J. Syst. Sci. (2002)
Keyphrases
- feed forward
- back propagation
- learning algorithm
- neural nets
- recurrent networks
- multi layer
- neural network
- artificial neural networks
- financial time series
- recurrent neural networks
- output layer
- activation function
- biologically plausible
- financial time series forecasting
- machine learning
- hidden layer
- spiking neural networks
- reinforcement learning
- non stationary
- long term
- spiking neurons
- data mining