An autonomous trader agent for the stock market based on online sequential extreme learning machine ensemble.
Rodolfo C. CavalcanteAdriano L. I. OliveiraPublished in: IJCNN (2014)
Keyphrases
- stock market
- extreme learning machine
- neural network
- short term
- stock price
- stock exchange
- feed forward neural networks
- support vector regression
- feedforward neural networks
- stock index futures
- hidden nodes
- long term
- ensemble methods
- decision making
- financial markets
- single layer
- machine learning
- gaussian processes
- learning algorithm
- trading systems
- multi layer
- support vector machine
- artificial neural networks
- training data
- garch model