Comparison of different NN training functions of NARX architecture for financial time series.
Anjali GautamVrijendra SinghPublished in: ICIIS (2017)
Keyphrases
- financial time series
- training process
- feed forward
- neural network
- financial time series forecasting
- stock market
- feed forward neural networks
- turning points
- non stationary
- supervised learning
- back propagation
- financial data
- artificial neural networks
- nearest neighbor
- stock price
- training set
- multivariate time series