Value-at-risk forecasting with combined neural network model.
Huapu LuXinxin YuJianan ZhuXiaoqiang ZhaoNan ChengPublished in: ICNC (2010)
Keyphrases
- neural network model
- forecasting accuracy
- neural network
- artificial neural networks
- early warning
- input variables
- autoregressive model
- using artificial neural networks
- neural models
- short term
- multilayer perceptron
- bp neural network
- network architecture
- decision making
- forecasting model
- rbf neural network
- hopfield network
- risk assessment
- learning algorithm
- multi layer perceptron
- prediction model
- long term
- exchange rate
- risk management
- investment decisions
- data processing
- growing neural gas
- data management
- hidden neurons