An online learning algorithm with adaptive forgetting factors for feedforward neural networks in financial time series forecasting

Nonlinear Dynamics and Systems Theory

Volumn 7, Issue 1, 2007, Pages 97-112

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

^a INSTITUTE OF SYSTEMS SCIENCE   (China)

^b HUNAN UNIVERSITY   (China)

^c CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Adaptive forgetting factor; Feedforward neural network; Financial time series forecasting; Online learning algorithm; Optimal learning rate

Indexed keywords

EID: 70349974115     PISSN: 15628353     EISSN: 18137385     Source Type: Journal    
DOI: None     Document Type: Article

References (17)

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