A novel nonlinear neural network ensemble model for financial time series forecasting

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

Volumn 3991 LNCS - I, Issue , 2006, Pages 790-793

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

^a HUNAN UNIVERSITY   (China)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^c INSTITUTE OF SYSTEMS SCIENCE   (China)

^d HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL DATA PROCESSING; FORECASTING; MATHEMATICAL MODELS; PRINCIPAL COMPONENT ANALYSIS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

FINANCIAL TIME SERIES FORECASTING; NONLINEAR NEURAL NETWORK; SUPPORT VECTOR MACHINE;

NEURAL NETWORKS;

EID: 33746619148     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11758501_106     Document Type: Conference Paper

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