Moving average crossovers for short-term equity investment with L-GEM based RBFNN.
Gao-Yang CaiWing W. Y. NgPatrick P. K. ChanMichael FirthDaniel S. YeungPublished in: ICMLC (2010)
Keyphrases
- short term
- moving average
- rbfnn
- radial basis function neural network
- stock market
- long term
- sensitivity analysis
- function approximation
- autoregressive
- rbf neural network
- neural network
- radial basis function
- hybrid algorithm
- arima model
- pattern classification
- hybrid method
- rbf network
- generalization ability
- hidden layer
- load forecasting
- partial least squares
- decision making
- non stationary
- forecasting model
- particle swarm optimization
- particle swarm optimization algorithm
- reinforcement learning
- extracted features
- back propagation
- multi objective
- artificial neural networks
- fault diagnosis
- basis functions