Piecewise nonlinear model for financial time series forecasting with artificial neural networks

Intelligent Data Analysis

Volumn 6, Issue 2, 2002, Pages 175-185

  Oh, Kyong Joo ^a   Kim, Kyoung Jae ^b  

^a Hansung University   (South Korea)

^b Kyung Hee Cyber University   (South Korea)

Author keywords

backpropagation neural networks; change point detection; interest rate forecasting

Indexed keywords

BACKPROPAGATION; FINANCIAL DATA PROCESSING; NEURAL NETWORKS; NONLINEAR SYSTEMS; POINT GROUPS; TIME SERIES;

BACK PROPAGATION NEURAL NETWORKS; CHANGE POINT DETECTION; FINANCIAL TIME SERIES; FINANCIAL TIME SERIES FORECASTING; FORECASTING MODELING; INTEREST RATES; MODEL BASED APPROACH; NONPARAMETRIC APPROACHES;

FORECASTING;

EID: 61449211984     PISSN: 1088467X     EISSN: 15714128     Source Type: Journal    
DOI: 10.3233/ida-2002-6205     Document Type: Article

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