NEURAL NETWORKS

被引:0
作者
Magenreuter, Reinhard [1 ]
机构
[1] Univ Finance Business & Entrepreneurship, 1 Gusla St, Sofia 1618, Bulgaria
来源
MATHEMATICS AND INFORMATICS | 2016年 / 59卷 / 05期
关键词
perceptron; sigmoid; neural network; financial market; time-series; forecasting;
D O I
暂无
中图分类号
G40 [教育学];
学科分类号
040101 ; 120403 ;
摘要
There are four backbones to analyze time-series in general and forecast time-series for financial markets: Chaos-theory, Fuzzy logic, Neural networks and Genetic algorithms. The first one is considered in (Magenreuter, 2016), while the present paper is dedicated to the third backbone including an example with promising outcomes in financial markts.
引用
收藏
页码:526 / 538
页数:13
相关论文
共 4 条
  • [1] Grozdev S., 2007, HIGH ACHIEVEMENTS MA
  • [2] Kar Yan Tam, 1990, Applied Artificial Intelligence, V4, P265, DOI 10.1080/08839519008927951
  • [3] Magenreuter R, 2016, MATH INFORM, V59
  • [4] Nielsen M A, 2015, NEURAL NETWORKS DEEP