Neural network model selection for financial time series prediction

DOI10.1007/s001800100078zbMath1007.62090OpenAlexW2048779475MaRDI QIDQ1861629

Bernd Freisleben, Francesco Virili

Publication date: 9 March 2003

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001800100078

zbMATH Keywords

predictionmodel selectionS-PLUSfeed-forward neural networks

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items (1)

Volatility degree forecasting of stock market by stochastic time strength neural network

Uses Software

• R
• S-PLUS
• SAS
• SAS/ETS

Cites Work

• Multilayer feedforward networks are universal approximators
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