Recurrent ensemble random vector functional link neural network for financial time series forecasting.
Aryan BhambuRuobin GaoPonnuthurai Nagaratnam SuganthanPublished in: Appl. Soft Comput. (2024)
Keyphrases
- neural network
- financial time series forecasting
- recurrent neural networks
- feed forward
- financial time series
- back propagation
- akaike information criterion
- artificial neural networks
- recurrent networks
- pattern recognition
- neural network ensemble
- support vector regression
- neural network model
- ensemble methods
- stock market
- non stationary
- training set
- feature extraction
- feature selection
- machine learning
- data mining