Sales forecasting in rapid market changes using a minimum description length neural network.
Peipei LiuWei MingBin HuPublished in: Neural Comput. Appl. (2021)
Keyphrases
- minimum description length
- neural network
- foreign exchange
- forecast models
- mdl principle
- crude oil
- information theoretic
- prediction model
- short term load forecasting
- short term
- exchange rate
- neural network model
- chaotic time series
- artificial neural networks
- dynamic pricing
- stock market
- business transactions
- back propagation
- electricity markets
- mackey glass
- fault diagnosis
- stock price
- pattern recognition
- short term prediction
- forecasting accuracy
- neural network is trained
- genetic algorithm
- financial time series
- option pricing
- financial data
- market clearing
- fuzzy logic
- information theory
- recurrent neural networks
- multilayer perceptron
- scoring metrics
- prior knowledge
- long term
- bp neural network
- neural nets
- investment decisions
- trading strategies
- forecasting model