A deep increasing-decreasing-linear neural network for financial time series prediction.
Ricardo de A. AraújoNadia NedjahAdriano L. I. OliveiraSilvio Romero de Lemos MeiraPublished in: Neurocomputing (2019)
Keyphrases
- neural network
- neural network model
- artificial neural networks
- recurrent neural networks
- prediction model
- risk management
- bp neural network
- back propagation
- machine learning
- fault diagnosis
- non stationary
- decision making
- multilayer perceptron
- neuro fuzzy
- genetic algorithm
- linear systems
- financial markets
- function approximators
- knn
- closed form
- long term
- pattern recognition
- learning algorithm
- neural nets
- function approximation
- financial data