Mixture of mlp-experts for trend forecasting of time series: A case study of the tehran stock exchange

International Journal of Forecasting

Volumn 27, Issue 3, 2011, Pages 804-816

  Ebrahimpour, Reza ^a,b   Nikoo, Hossein ^c   Masoudnia, Saeed ^b,d   Yousefi, Mohammad Reza ^e   Ghaemi, Mohammad Sajjad ^f,g  

^a Shahid Rajaee University   (Iran)

^b Institute for Research in Fundamental Sciences   (Iran)

^c ISLAMIC AZAD UNIVERSITY   (Iran)

^d UNIVERSITY OF TEHRAN   (Iran)

^e INTERNATIONAL MAX PLANCK RESEARCH SCHOOL FOR COMPUTER SCIENCE   (Germany)

^f SHARIF UNIVERSITY OF TECHNOLOGY   (Iran)

^g Research Center of Intelligent Signal Processing   (Iran)

Author keywords

Adaptive network based fuzzy inference system; Combining neural networks; Mixture of MLP experts (ME); Modified stacked generalization; Time series forecasting

Indexed keywords

EID: 79956365120     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2010.02.015     Document Type: Article

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