Mixture of MLP-experts for trend forecasting of time series: A case study of the Tehran stock exchange
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- Ebrahimpour, Reza & Nikoo, Hossein & Masoudnia, Saeed & Yousefi, Mohammad Reza & Ghaemi, Mohammad Sajjad, 2011. "Mixture of MLP-experts for trend forecasting of time series: A case study of the Tehran stock exchange," International Journal of Forecasting, Elsevier, vol. 27(3), pages 804-816.
References listed on IDEAS
- Balkin, Sandy D. & Ord, J. Keith, 2000. "Automatic neural network modeling for univariate time series," International Journal of Forecasting, Elsevier, vol. 16(4), pages 509-515.
- Zhang, Guoqiang & Eddy Patuwo, B. & Y. Hu, Michael, 1998. "Forecasting with artificial neural networks:: The state of the art," International Journal of Forecasting, Elsevier, vol. 14(1), pages 35-62, March.
- Tim Hill & Marcus O'Connor & William Remus, 1996. "Neural Network Models for Time Series Forecasts," Management Science, INFORMS, vol. 42(7), pages 1082-1092, July.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Tao Xiong & Yukun Bao & Zhongyi Hu, 2014. "Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting," Papers 1401.1916, arXiv.org.
- Sermpinis, Georgios & Stasinakis, Charalampos & Dunis, Christian, 2014. "Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 21-54.
- Wang, Jie & Wang, Jun, 2016. "Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations," Energy, Elsevier, vol. 102(C), pages 365-374.
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KeywordsModified stacked generalization Mixture of MLP experts (ME) Adaptive network-based fuzzy inference system Combining neural networks Time series forecasting;
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