Hybridizing exponential smoothing and neural network for financial time series predication

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	Hybridizing exponential smoothing and neural network for financial time series predication
	Lai, Kin Keung ; Yu, Lean ; Wang, Shouyang; Huang, Wei
	2006
发表期刊	COMPUTATIONAL SCIENCE - ICCS 2006, PT 4, PROCEEDINGS
ISSN	0302-9743
卷号	3994 页码:493-500
摘要	In this study, a hybrid synergy model integrating exponential smoothing and neural network is proposed for financial time series prediction. The proposed model attempts to incorporate the linear characteristics of an exponential smoothing model and nonlinear patterns of neural network to create a "synergetic" model via the linear programming technique. For verification, two real-world financial time series are used for testing purpose.
语种	英语
WOS研究方向	Computer Science
WOS类目	Computer Science, Theory & Methods
WOS记录号	WOS:000238417500069
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/3915
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 Adm, Changsha 410082, Peoples R China 2.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China 3.Chinese Acad Sci, Inst Syst Sci, Acad Math & 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. Hybridizing exponential smoothing and neural network for financial time series predication[J]. COMPUTATIONAL SCIENCE - ICCS 2006, PT 4, PROCEEDINGS,2006,3994:493-500.
APA	Lai, Kin Keung,Yu, Lean,Wang, Shouyang,&Huang, Wei.(2006).Hybridizing exponential smoothing and neural network for financial time series predication.COMPUTATIONAL SCIENCE - ICCS 2006, PT 4, PROCEEDINGS,3994,493-500.
MLA	Lai, Kin Keung,et al."Hybridizing exponential smoothing and neural network for financial time series predication".COMPUTATIONAL SCIENCE - ICCS 2006, PT 4, PROCEEDINGS 3994(2006):493-500.