Select the size of training set for financial forecasting with neural

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	Select the size of training set for financial forecasting with neural
	Huang, W ; Nakamori, Y ; Wang, SY ; Zhang, H
	2005
发表期刊	ADVANCES IN NEURAL NETWORKS - ISNN 2005, PT 2, PROCEEDINGS
ISSN	0302-9743
卷号	3497 页码:879-884
摘要	The performance of financial forecasting with neural networks dependents on the particular training set. We design mean-change-point test to divide the original dataset into different training sets. The experiment results show that the larger training set does not necessarily produce better forecasting performance. Although the original datasets are different, the change-points to produce the optimal training sets are close to each other. We can select the suitable size of training set for financial forecasting with neural networks based on the mean-change-point test.
语种	英语
WOS研究方向	Computer Science
WOS类目	Computer Science, Artificial Intelligence ; Computer Science, Theory & Methods
WOS记录号	WOS:000230167200141
出版者	SPRINGER-VERLAG BERLIN
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/2229
专题	中国科学院数学与系统科学研究院
通讯作者	Huang, W
作者单位	1.Japan Adv Inst Sci & Technol, Sch Knowledge Sci, Tatsunokuchi, Ishikawa 9231292, Japan 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Huang, W,Nakamori, Y,Wang, SY,et al. Select the size of training set for financial forecasting with neural[J]. ADVANCES IN NEURAL NETWORKS - ISNN 2005, PT 2, PROCEEDINGS,2005,3497:879-884.
APA	Huang, W,Nakamori, Y,Wang, SY,&Zhang, H.(2005).Select the size of training set for financial forecasting with neural.ADVANCES IN NEURAL NETWORKS - ISNN 2005, PT 2, PROCEEDINGS,3497,879-884.
MLA	Huang, W,et al."Select the size of training set for financial forecasting with neural".ADVANCES IN NEURAL NETWORKS - ISNN 2005, PT 2, PROCEEDINGS 3497(2005):879-884.