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2005
Springer

Select the Size of Training Set for Financial Forecasting with Neural Networks

10 years 10 months ago
Select the Size of Training Set for Financial Forecasting with Neural Networks
Abstract. 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.
Wei Huang, Yoshiteru Nakamori, Shouyang Wang, Hui
Added 27 Jun 2010
Updated 27 Jun 2010
Type Conference
Year 2005
Where ISNN
Authors Wei Huang, Yoshiteru Nakamori, Shouyang Wang, Hui Zhang
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