Dynamic Ridge Polynomial Neural Network: Forecasting the univariate non-stationary and stationary trading signals

Expert Systems with Applications

Volumn 38, Issue 4, 2011, Pages 3765-3776

  Ghazali, Rozaida ^a   Hussain, Abir Jaafar ^b   Liatsis, Panos ^c  

^a UNIVERSITI TUN HUSSEIN ONN MALAYSIA   (Malaysia)

^b LIVERPOOL JOHN MOORES UNIVERSITY   (United Kingdom)

^c CITY UNIVERSITY   (United Kingdom)

Author keywords

Dynamic Ridge Polynomial Neural Network; Financial signals; Higher order neural network; Time series prediction

Indexed keywords

COMPARATIVE EVALUATIONS; EMPIRICAL TESTING; EQUILIBRIUM STATE; EXTENSIVE SIMULATIONS; FEED-FORWARD; FINANCIAL METRICS; FINANCIAL SIGNAL; FINANCIAL TIME SERIES PREDICTIONS; FUNCTIONAL LINK NEURAL NETWORK; HIGHER ORDER; HIGHER ORDER NEURAL NETWORK; MULTI LAYER PERCEPTRON; NETWORK MODELS; NON-STATIONARY TIME SERIES; NONSTATIONARY; POLYNOMIAL NEURAL NETWORKS; PROFIT EARNING; RAPID CONVERGENCE; SIMULATION RESULT; STABILITY AND CONVERGENCE; TIME SERIES PREDICTION; TIME-SERIES DATA; UNIVARIATE;

FEEDFORWARD NEURAL NETWORKS; FINANCE; FINANCIAL DATA PROCESSING; FORECASTING; MULTILAYER NEURAL NETWORKS; POLYNOMIALS; PROFITABILITY; RECURRENT NEURAL NETWORKS; TIME SERIES;

COMPUTER SIMULATION;

EID: 78650716107     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2010.09.037     Document Type: Article

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