Integrating recurrent SOM with wavelet-based kernel partial least square regressions for financial forecasting

Expert Systems with Applications

Volumn 37, Issue 8, 2010, Pages 5698-5705

  Huang, Shian Chang ^a   Wu, Tung Kuang ^a  

^a NATIONAL CHANGHUA UNIVERSITY OF EDUCATION   (Taiwan)

Author keywords

Hybrid model; Kernel method; Recurrent Self Organizing Map; Support vector machine; Wavelet analysis

Indexed keywords

BEST FIT; FEATURE SPACE; FINANCIAL FORECASTING; FORECASTING ERROR; GARCH MODELS; HYBRID MODEL; INPUT SPACE; KERNEL METHODS; KERNEL PARTIAL LEAST SQUARES; LOCAL MODEL; MULTIPLE KERNELS; RECURRENT SELF-ORGANIZING MAP; ROOT-MEAN-SQUARED; TIME-SCALE FEATURES;

CONFORMAL MAPPING; EXPERT SYSTEMS; FORECASTING; HYBRID SENSORS; NEURAL NETWORKS; SUPPORT VECTOR MACHINES; WAVELET ANALYSIS;

WAVELET TRANSFORMS;

EID: 77951204216     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2010.02.040     Document Type: Article

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