Forecasting foreign exchange rates with an improved back-propagation learning algorithm with adaptive smoothing momentum terms

Frontiers of Computer Science in China

Volumn 3, Issue 2, 2009, Pages 167-176

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

^a INSTITUTE OF SYSTEMS SCIENCE   (China)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Adaptive smoothing momentum; Back propagation neural network; Foreign exchange rates forecasting; Heuristic method

Indexed keywords

ADAPTIVE SMOOTHING; ADAPTIVE SMOOTHING MOMENTUM; BACK-PROPAGATION NEURAL NETWORK; BACK-PROPAGATION NEURAL NETWORKS; BACKPROPAGATION LEARNING ALGORITHM; BP ALGORITHM; BP LEARNING ALGORITHMS; CONJUGATE GRADIENT; CONVERGENCE PROCESS; CONVERGENCE RATES; EMPIRICAL RESULTS; FOREIGN EXCHANGE RATES; FOREIGN EXCHANGE RATES FORECASTING; GENERALIZATION PERFORMANCE; GRADIENT DESCENT; HETEROGENEOUS MODELS; HOMOGENEOUS ALGORITHM; KNOWLEDGE-DISCOVERY APPLICATION; MOMENTUM TERM; NETWORK TRAINING; NEWTON METHODS; OPTIMIZATION METHOD; STANDARD OPTIMIZATION;

ADAPTIVE ALGORITHMS; BACKPROPAGATION ALGORITHMS; CONJUGATE GRADIENT METHOD; CONVERGENCE OF NUMERICAL METHODS; EDUCATION; FORECASTING; HEURISTIC ALGORITHMS; HEURISTIC METHODS; LEARNING SYSTEMS; MINING; MOMENTUM; NEURAL NETWORKS; NEWTON-RAPHSON METHOD; TORSIONAL STRESS;

LEARNING ALGORITHMS;

EID: 67651092137     PISSN: 16737350     EISSN: 16737466     Source Type: Journal    
DOI: 10.1007/s11704-009-0020-8     Document Type: Article

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