Empirical analysis of parallel-NARX recurrent network for long-term chaotic financial forecasting
Financial data are characterized by non-linearity, noise, volatility and are chaotic in nature thus making the process of forecasting cumbersome. The main aim of forecasters is to develop an approach that focuses on increasing profit by being able to forecast future stock prices based on current sto...
| Main Authors: | Abdulkadir, S.J., Yong, S.-P. |
|---|---|
| Format: | Conference or Workshop Item |
| Institution: | Universiti Teknologi Petronas |
| Record Id / ISBN-0: | utp-eprints.31168 / |
| Published: |
Institute of Electrical and Electronics Engineers Inc.
2014
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| Online Access: |
https://www.scopus.com/inward/record.uri?eid=2-s2.0-84938814444&doi=10.1109%2fICCOINS.2014.6868354&partnerID=40&md5=47595fea8820044f94fd0003f2fb25c7 http://eprints.utp.edu.my/31168/ |
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