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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...
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| Pubblicato in: | Comput Intell Neurosci |
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| Autori principali: | , , , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Hindawi Publishing Corporation
2016
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| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4887655/ https://ncbi.nlm.nih.gov/pubmed/27293423 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1155/2016/4742515 |
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