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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Hindawi Publishing Corporation
2016
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| Materias: | |
| 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 |