Time-varying neural network for stock return prediction.
Steven Y. K. WongJennifer S. K. ChanLamiae AziziRichard Y. D. XuPublished in: Intell. Syst. Account. Finance Manag. (2022)
Keyphrases
- neural network
- prediction model
- artificial neural networks
- prediction accuracy
- elman network
- back propagation
- prediction error
- neural network model
- multi layer perceptron
- fuzzy logic
- long term
- genetic algorithm
- chaotic time series
- data sets
- fermentation process
- neural network ensemble
- auto associative
- hopfield neural network
- prediction algorithm
- feed forward neural networks
- fuzzy neural network
- neural nets
- knn