Multistage RBF neural network ensemble learning for exchange rates forecasting

doi:10.1016/j.neucom.2008.04.029

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	Multistage RBF neural network ensemble learning for exchange rates forecasting
	Yu, Lean 1,2; Lai, Kin Keung 2; Wang, Shouyang1
	2008-10-01
发表期刊	NEUROCOMPUTING
ISSN	0925-2312
卷号	71 期号:16-18 页码:3295-3302
摘要	In this study, a multistage nonlinear radial basis function (RBF) neural network ensemble forecasting model is proposed for foreign exchanger rates prediction. In the process of ensemble modeling, the first stage produces a great number of single RBF neural network models. In the second stage, a conditional generalized variance (CGV) minimization method is used to choose the appropriate ensemble members. In the final stage, another RBF network is used for neural network ensemble for prediction purpose. For testing purposes, we compare the new ensemble model's performance with some existing neural network ensemble approaches in terms of four exchange rates series. Experimental results reveal that the predictions using the proposed approach are consistently better than those obtained using the other methods presented in this study in terms of the same measurements. (C) 2008 Elsevier B.V. All rights reserved.
关键词	RBF neural networks Ensemble learning Conditional generalized variance Exchange rates prediction
DOI	10.1016/j.neucom.2008.04.029
语种	英语
WOS研究方向	Computer Science
WOS类目	Computer Science, Artificial Intelligence
WOS记录号	WOS:000260066100029
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/5404
专题	系统科学研究所
通讯作者	Yu, Lean
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100190, Peoples R China 2.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Yu, Lean,Lai, Kin Keung,Wang, Shouyang. Multistage RBF neural network ensemble learning for exchange rates forecasting[J]. NEUROCOMPUTING,2008,71(16-18):3295-3302.
APA	Yu, Lean,Lai, Kin Keung,&Wang, Shouyang.(2008).Multistage RBF neural network ensemble learning for exchange rates forecasting.NEUROCOMPUTING,71(16-18),3295-3302.
MLA	Yu, Lean,et al."Multistage RBF neural network ensemble learning for exchange rates forecasting".NEUROCOMPUTING 71.16-18(2008):3295-3302.