An adaptive BF algorithm with optimal learning rates and directional error correction for foreign exchange market trend prediction

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 3973 LNCS, Issue , 2006, Pages 498-503

  Yu, Lean ^a,c   Wang, Shouyang ^a,b   Lai, Kin Keung ^b,c  

^a CHINESE ACADEMY OF SCIENCES   (China)

^b HUNAN UNIVERSITY   (China)

^c CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; INTERNATIONAL TRADE; LEARNING SYSTEMS; MARKETING;

BF ALGORITHMS; FOREIGN EXCHANGE MARKET; OPTIMAL LEARNING RATES;

ADAPTIVE SYSTEMS;

EID: 33745913602     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11760191_73     Document Type: Conference Paper

References (5)

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2. Rumelhart, D.E., McClelland, J.L.: Parallel Distributed Processing. MIT Press, Cambridge, MA (1986)
3. Brent, R.P.: Fast Training Algorithms for Multilayer Neural Nets. IEEE Transactions on Neural Networks 2 (1991) 346-35
4. Hagan, M.T., Menhaj, M.: Training Feedforward Networks with Marquardt Algorithm. IEEE Transactions on Neural Networks 5 (1994) 989-993
5. Yu, L., Wang, S.Y., Lai, K.K.: A Novel Nonlinear Ensemble Forecasting Model Incorporating GLAR and ANN for Foreign Exchange Rates. Computers & Operations Research 32 (2005) 2523-2541