Non-stationary and stationary prediction of financial time series using dynamic ridge polynomial neural network

Neurocomputing

Volumn 72, Issue 10-12, 2009, Pages 2359-2367

  Ghazali, Rozaida ^a   Jaafar Hussain, Abir ^b   Mohd Nawi, Nazri ^a   Mohamad, Baharuddin ^a  

^a UNIVERSITI TUN HUSSEIN ONN MALAYSIA   (Malaysia)

^b LIVERPOOL JOHN MOORES UNIVERSITY   (United Kingdom)

Author keywords

Dynamic ridge polynomial neural network; Financial time series; Higher order neural networks; Pi Sigma neural networks; Ridge polynomial neural networks

Indexed keywords

EXTENSIVE SIMULATIONS; FINANCIAL SIGNALS; FINANCIAL TIME SERIES; HIGHER ORDER NEURAL NETWORKS; HIGHER ORDERS; NETWORK MODELS; NON STATIONARIES; PI-SIGMA NEURAL NETWORKS; RAPID CONVERGENCES; RIDGE POLYNOMIAL NEURAL NETWORKS; SIMULATION RESULTS;

FINANCE; FINANCIAL DATA PROCESSING; POLYNOMIAL APPROXIMATION; RECURRENT NEURAL NETWORKS; TIME SERIES;

COMPUTER SIMULATION;

ARTICLE; ARTIFICIAL NEURAL NETWORK; CONTROLLED STUDY; FINANCIAL INFORMATION SYSTEM; MATHEMATICAL COMPUTING; PREDICTION; PRIORITY JOURNAL; RISK MANAGEMENT; SIGNAL DETECTION; SIMULATION; TIME SERIES ANALYSIS;

EID: 67349112175     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.neucom.2008.12.005     Document Type: Article

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