Constrained formulations and algorithms for predicting stock prices by recurrent FIR neural networks

International Journal of Information Technology and Decision Making

Volumn 5, Issue 4, 2006, Pages 639-658

  Wah, Benjamin W ^a   Qian, Ming Lun ^a,b  

^a University of Illinois at Urbana Champaign   (United States)

^b NONE   (United States)

Author keywords

Channel specific low pass filtering; Edge effects; Non stationarity; Nonlinear constrained optimization; Recurrent FIR neural networks; Stock prices; Time series predictions; Wavelet decomposition

Indexed keywords

EID: 33845506447     PISSN: 02196220     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219622006002209     Document Type: Article

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