Forecasting Financial Time Series Using a Hybrid Self-Organising Neural Model.
Yicun OuyangHujun YinPublished in: IDEAL (2013)
Keyphrases
- financial time series
- neural model
- financial time series forecasting
- stock market
- neural network
- exchange rate
- financial data
- control scheme
- recurrent neural networks
- non stationary
- turning points
- neural models
- stock exchange
- stock price
- multivariate time series
- multi layer perceptron
- dynamic model
- pso algorithm
- long term
- artificial neural networks
- closed loop
- short term
- particle swarm optimization
- genetic programming
- genetic algorithm
- data mining