9 search results - page 1 / 2 » Select the Size of Training Set for Financial Forecasting wi... |
ISNN
2005
Springer
13 years 10 months ago
2005
Springer
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 i...
ESWA
2006
13 years 4 months ago
2006
In this paper, I propose a genetic algorithm (GA) approach to instance selection in artificial neural networks (ANNs) for financial data mining. ANN has preeminent learning abilit...
ICNC
2005
Springer
13 years 10 months ago
2005
Springer
In this paper we firstly analysis the chaotic characters of three sets of the financial time series (Hang Sheng Index (HIS), Shanghai Stock Index and US gold price) based on the ph...
FLAIRS
2004
13 years 6 months ago
2004
Novelty detection in time series is an important problem with application in different domains such as machine failure detection, fraud detection and auditing. An approach to this...
FSKD
2005
Springer
13 years 10 months ago
2005
Springer
Abstract. In the artificial neural networks (ANNs), feature selection is a wellresearched problem, which can improve the network performance and speed up the training of the networ...