FINANCIAL FORECASTING USING NEURAL NETWORKS

被引:0
|
作者
Zorins, A. [1 ]
机构
[1] Rezekne Higher Educ Inst, LV-4600 Rezekne, Latvia
关键词
neural networks; backpropagation; Kohonen network; financial forecasting;
D O I
暂无
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
This paper presents an application of neural network to financial time-series forecasting. No additional indicators, but only the information contained in the sales time series was used to model and forecast stock exchange index. The forecasting is carried out by two different neural network learning algorithms - error backpropagation and Kohonen self-organising maps. The results are presented and their comparative analysis is performed in this article.
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页码:392 / 396
页数:5
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