A novel nonlinear neural network ensemble model for financial time series forecasting

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	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.