Financial Time Series Prediction Using Elman Recurrent Random Neural Networks

In recent years, financial market dynamics forecasting has been a focus of economic research. To predict the price indices of stock markets, we developed an architecture which combined Elman recurrent neural networks with stochastic time effective function. By analyzing the proposed model with the l...

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Detalles Bibliográficos
Autores principales: Wang, Jie, Wang, Jun, Fang, Wen, Niu, Hongli
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2016
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4887655/
https://www.ncbi.nlm.nih.gov/pubmed/27293423
http://dx.doi.org/10.1155/2016/4742515

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4887655/
https://www.ncbi.nlm.nih.gov/pubmed/27293423
http://dx.doi.org/10.1155/2016/4742515

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