42 search results - page 2 / 9 » Input data reduction for the prediction of financial time se... |
IJCNN
2006
IEEE
13 years 11 months ago
2006
IEEE
— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
ICONIP
2004
13 years 6 months ago
2004
Recently, the Support Vector Regression (SVR) has been applied in the financial time series prediction. The financial data are usually highly noisy and contain outliers. Detecting ...
INFORMATICALT
2008
13 years 5 months ago
2008
In this paper we propose and analyze a multilayer perceptron-like model with matrix inputs. We applied the proposed model to the financial time series prediction problem, compared ...
IWANN
2005
Springer
13 years 10 months ago
2005
Springer
Prediction of time series is an important problem in many areas of science and engineering. Extending the horizon of predictions further to the future is the challenging and diffic...
IDEAL
2004
Springer
13 years 10 months ago
2004
Springer
Most financial time series processes are nonstationary and their frequency characteristics are time-dependant. In this paper we present a time series summarization and prediction ...