KMS Of Academy of mathematics and systems sciences, CAS
A novel nonlinear neural network ensemble model for financial time series forecasting | |
Lai, Kin Keung; Yu, Lean; Wang, Shouyang; Wei, Huang | |
2006 | |
发表期刊 | COMPUTATIONAL SCIENCE - ICCS 2006, PT 1, PROCEEDINGS |
ISSN | 0302-9743 |
卷号 | 3991页码:790-793 |
摘要 | In this study, a new nonlinear neural network ensemble model is proposed for financial time series forecasting. In this model, many different neural network models are first generated. Then the principal component analysis technique is used to select the appropriate ensemble members. Finally, the support vector machine regression method is used for neural network ensemble. For further illustration, two real financial time series are used for testing. |
语种 | 英语 |
WOS研究方向 | Computer Science |
WOS类目 | Computer Science, Theory & Methods |
WOS记录号 | WOS:000238389200102 |
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/3106 |
专题 | 系统科学研究所 |
通讯作者 | Lai, Kin Keung |
作者单位 | 1.Hunan Univ, Coll Business, Changsha 410082, Peoples R China 2.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100080, Peoples R China 4.Huazhong Univ Sci & Technol, Sch Management, Wuhan 430074, Peoples R China |
推荐引用方式 GB/T 7714 | Lai, Kin Keung,Yu, Lean,Wang, Shouyang,et al. A novel nonlinear neural network ensemble model for financial time series forecasting[J]. COMPUTATIONAL SCIENCE - ICCS 2006, PT 1, PROCEEDINGS,2006,3991:790-793. |
APA | Lai, Kin Keung,Yu, Lean,Wang, Shouyang,&Wei, Huang.(2006).A novel nonlinear neural network ensemble model for financial time series forecasting.COMPUTATIONAL SCIENCE - ICCS 2006, PT 1, PROCEEDINGS,3991,790-793. |
MLA | Lai, Kin Keung,et al."A novel nonlinear neural network ensemble model for financial time series forecasting".COMPUTATIONAL SCIENCE - ICCS 2006, PT 1, PROCEEDINGS 3991(2006):790-793. |
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