Application of Rival Penalized Competitive Learning on Capital Market Prediction : Adaptive RPCL-CLP and RPCL-ART
نویسندگان
چکیده
This article compares the performance of Adaptive RPCL-CLP [Cheung, Lai and Xu, 1995] with that of RPCL-ART [Leung, Cheung, Lai and Xu, 1995] on financial prediction. They are evaluated in terms of prediction accuracy as well as profit gains under two simple trading systems. Computer experiments show how Adaptive RPCL-CLP out-performs RPCL-ART and some traditional methods such as MA and Random Walk Models.
منابع مشابه
Adaptive Rival Penalized Competitive Learning and Combined Linear Predictor Model for Financial Forecast and Investment
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