A local linear radial basis function neural network for financial time-series forecasting.
Vahab NekoukarMohammad Taghi Hamidi BeheshtiPublished in: Appl. Intell. (2010)
Keyphrases
- financial time series forecasting
- radial basis function neural network
- rbfnn
- pattern classification
- financial time series
- radial basis function
- discriminant analysis
- rbf neural network
- multilayer perceptron
- low dimensional
- back propagation
- rbf network
- support vector regression
- hidden layer
- partial least squares
- sensitivity analysis
- neural network
- generalization ability
- function approximation
- genetic algorithm
- artificial neural networks
- support vector machine
- hybrid algorithm
- stock market
- hybrid method
- basis functions
- principal component analysis
- feature space
- classification accuracy