Financial Time Series Prediction Using Elman Recurrent Random Neural Networks
نویسندگان
چکیده
منابع مشابه
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 linear regression, complexity invariant distance (CID), and multiscale CID (MCID) analysis methods...
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ژورنال
عنوان ژورنال: Computational Intelligence and Neuroscience
سال: 2016
ISSN: 1687-5265,1687-5273
DOI: 10.1155/2016/4742515