A novel hybrid ensemble model to predict FTSE100 index by combining neural network and EEMD.
Bashar AlhnaityMaysam AbbodPublished in: ECC (2015)
Keyphrases
- neural network
- network model
- prediction model
- neural network model
- computational model
- akaike information criterion
- training algorithm
- statistical model
- probabilistic model
- cost function
- management system
- input data
- em algorithm
- prior knowledge
- multilayer perceptron
- training set
- objective function
- learning algorithm
- feed forward neural networks
- neural model
- back propagation neural network
- machine learning