Developing time-based clustering neural networks to use change-point detection: Application to financial time series

Asia-Pacific Journal of Operational Research

Volumn 22, Issue 1, 2005, Pages 51-70

  Oh, Kyong Joo ^a   Roh, Tab Hyup ^b   Moon, Myung Sang ^a  

^a Yonsei University   (South Korea)

^b Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

Author keywords

Backpropagation neural networks; Change point detection; Chow test; Clustering; Likelihood ratio test; Pettitt test

Indexed keywords

BACKPROPAGATION; ERROR ANALYSIS; FINANCE; FORECASTING; MATHEMATICAL MODELS; PROBLEM SOLVING; TIME SERIES ANALYSIS;

BACKPROPAGATION NEURAL NETWORKS; CHANGE-POINT DETECTION; CHOW TEST; CLUSTERING; LIKELIHOOD RATIO TEST; PETTITT TEST;

NEURAL NETWORKS;

EID: 16644401397     PISSN: 02175959     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0217595905000431     Document Type: Article

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