Levenberg-Marquardt Algorithm for Karachi Stock Exchange Share Rates Forecasting

نویسندگان

  • Tahseen Ahmed Jilani
  • Cemal Ardil
چکیده

Financial forecasting is an example of signal processing problems. A number of ways to train/learn the network are available. We have used Levenberg-Marquardt algorithm for error back-propagation for weight adjustment. Pre-processing of data has reduced much of the variation at large scale to small scale, reducing the variation of training data. Keywords— Gradient descent method, jacobian matrix. Levenberg-Marquardt algorithm, quadratic error surfaces,

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تاریخ انتشار 2004