Designing a neural network for forecasting financial and economic time series

Neurocomputing

Volumn 10, Issue 3, 1996, Pages 215-236

  Kaastra, Iebeling ^a   Boyd, Milton ^b  

^a Canadian Wheat Board   (Canada)

^b UNIVERSITY OF MANITOBA   (Canada)

Author keywords

Backpropagation; Data preprocessing; Financial forecasting; Learning rate; Momentum and forecast evaluation criteria; Network paradigms; Neural networks; Testing; Training; Validation

Indexed keywords

APPROXIMATION THEORY; BACKPROPAGATION; CLASSIFICATION (OF INFORMATION); COGNITIVE SYSTEMS; ELECTRIC NETWORK SYNTHESIS; FINANCIAL DATA PROCESSING; MATHEMATICAL MODELS; PATTERN RECOGNITION; TIME SERIES ANALYSIS;

COGNITIVE SCIENCE; FINANCIAL FORECASTING; LEARNING RATE; MOMENTUM AND FORECAST EVALUATION CRITERIA; NETWORK PARADIGMS;

NEURAL NETWORKS;

ARTICLE; ARTIFICIAL NEURAL NETWORK; INFORMATION PROCESSING; LEARNING; PRIORITY JOURNAL;

EID: 0030130753     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/0925-2312(95)00039-9     Document Type: Article

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