Optimal partition algorithm of the RBF neural network and its application to financial time series forecasting
暂无分享,去创建一个
Yanchun Liang | W. Z. Lin | Lijuan Cao | Y. F. Sun | H. P. Lee | W. L. Zhang | Yanchun Liang | W. Z. Lin | Lijuan Cao | Y. Sun | W. Zhang
[1] Johan A. K. Suykens,et al. Financial time series prediction using least squares support vector machines within the evidence framework , 2001, IEEE Trans. Neural Networks.
[2] Miin-Shen Yang,et al. Alternative c-means clustering algorithms , 2002, Pattern Recognit..
[3] Renate Sitte,et al. Analysis of the predictive ability of time delay neural networks applied to the S&P 500 time series , 2000, IEEE Trans. Syst. Man Cybern. Part C.
[4] Kyoung-jae Kim,et al. Financial time series forecasting using support vector machines , 2003, Neurocomputing.
[5] Francis Eng Hock Tay,et al. Financial Forecasting Using Support Vector Machines , 2001, Neural Computing & Applications.
[6] S. Chen,et al. Multi-output regression using a locally regularised orthogonal least-squares algorithm , 2002 .
[7] Randall S. Sexton,et al. The Use of Parsimonious Neural Networks for Forecasting Financial Time Series , 1998 .
[8] Guoqiang Peter Zhang,et al. An investigation of model selection criteria for neural network time series forecasting , 2001, Eur. J. Oper. Res..
[9] Shang-Liang Chen,et al. Orthogonal least squares learning algorithm for radial basis function networks , 1991, IEEE Trans. Neural Networks.
[10] F. Tay,et al. e-Descending Support Vector Machines for Financial Time Series Forecasting , 2002 .
[11] F. Tay,et al. Application of support vector machines in financial time series forecasting , 2001 .
[12] Simon Haykin,et al. Neural Networks: A Comprehensive Foundation , 1998 .
[13] C. Harris,et al. Sparse multioutput radial basis function network construction using combined locally regularised orthogonal least square and D-optimality experimental design , 2003 .
[14] Bernd Freisleben,et al. Neural Network Model Selection for Financial Time Series Prediction , 2001, Comput. Stat..
[15] Kevin Swingler. Financial prediction: Some pointers, pitfalls and common errors , 2005, Neural Computing & Applications.
[16] John A. Woollam,et al. Use of Raman scattering to investigate disorder and crystallite formation in as-deposited and annealed carbon films , 1984 .
[17] B. Ripley,et al. Pattern Recognition , 1968, Nature.
[18] Francis Eng Hock Tay,et al. ε-Descending Support Vector Machines for Financial Time Series Forecasting , 2002, Neural Processing Letters.
[19] Phillip R. Burrell,et al. The impact of neural networks in finance , 1997, Neural Computing & Applications.
[20] Robert F. Ling,et al. Cluster analysis algorithms for data reduction and classification of objects , 1981 .
[21] M. Goldstein,et al. Multivariate Analysis: Methods and Applications , 1984 .