Dynamic ridge polynomial neural network: forecasting the univariate non-stationary and stationary trading signals
This paper considers the prediction of noisy time series data, specifically, the prediction of financial signals. A novel Dynamic Ridge Polynomial Neural Network (DRPNN) for financial time series prediction is presented which combines the properties of both higher order and recurrent neural network....
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Published: |
2011
|
| Subjects: | |
| Online Access: | http://eprints.uthm.edu.my/3037/ |