Forecasting large scale conditional volatility and covariance using neural network on GPU.
Xianggao CaiGuoming LaiXiaola LinPublished in: J. Supercomput. (2013)
Keyphrases
- neural network
- exchange rate
- garch model
- short term load forecasting
- short term
- financial time series
- backpropagation neural networks
- real time
- real world
- grey model
- stock market
- artificial neural networks
- fault diagnosis
- parallel implementation
- foreign exchange
- stock price
- prediction model
- covariance matrix
- fuzzy logic
- small scale
- graphics hardware
- forecasting model
- gpu implementation
- neural network is trained
- long term
- neural network model
- short term prediction
- bp neural network
- stock index futures
- pattern recognition
- pairwise
- chaotic time series
- backpropagation neural network
- graphics processors
- forecasting accuracy
- back propagation
- parallel computation
- feed forward neural networks
- recurrent neural networks