Non-stationary and stationary prediction of financial time series using dynamic ridge polynomial neural network
This research focuses on using various higher order neural networks (HONNs) to predict the upcoming trends of financial signals. Two HONNs models: the Pi-Sigma neural network and the ridge polynomial neural network were used. Furthermore, a novel HONN architecture which combines the properties of bo...
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| Main Authors: | , , , |
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| Format: | Article |
| Published: |
Elsevier Science Publishers
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| Subjects: | |
| Online Access: | http://dx.doi.org/10.1016/j.neucom.2008.12.005 http://dx.doi.org/10.1016/j.neucom.2008.12.005 |
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