Neural-Network-based Metamodeling for Financial Time Series Forecasting
暂无分享,去创建一个
Kin Keung Lai | Lean Yu | Shouyang Wang | Chengxiong Zhou | K. Lai | Shouyang Wang | Lean Yu | Chengxiong Zhou
[1] Nathan Intrator,et al. Bootstrapping with Noise: An Effective Regularization Technique , 1996, Connect. Sci..
[2] Adedeji B. Badiru,et al. Neural network as a simulation metamodel in economic analysis of risky projects , 1998, Eur. J. Oper. Res..
[3] Halbert White,et al. Connectionist nonparametric regression: Multilayer feedforward networks can learn arbitrary mappings , 1990, Neural Networks.
[4] JOHN G. CARNEY,et al. Tuning Diversity in Bagged Ensembles , 2000, Int. J. Neural Syst..
[5] Kin Keung Lai,et al. A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates , 2005, Comput. Oper. Res..
[6] Kin Keung Lai,et al. A Bias-Variance-Complexity Trade-Off Framework for Complex System Modeling , 2006, ICCSA.
[7] Leo Breiman,et al. Bagging Predictors , 1996, Machine Learning.
[8] Nathan Intrator,et al. Optimal ensemble averaging of neural networks , 1997 .
[9] Anders Krogh,et al. Neural Network Ensembles, Cross Validation, and Active Learning , 1994, NIPS.