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Combination of Linear and General Regression Neural Network for Robust Short Term Financial Prediction

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Intelligent Data Engineering and Automated Learning (IDEAL 2003)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 2690))

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Abstract

In business applications, robust short term prediction is important for survival. Artificial neural network (ANN) have shown excellent potential however it needs better extrapolation capacity in order to provide reliable short term prediction. In this paper, a combination of linear regression model in parallel with general regression neural network is introduced for short term financial prediction. The experiment shows that the proposed model achieves comparable prediction performance to other conventional prediction models.

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Jan, T. (2003). Combination of Linear and General Regression Neural Network for Robust Short Term Financial Prediction. In: Liu, J., Cheung, Ym., Yin, H. (eds) Intelligent Data Engineering and Automated Learning. IDEAL 2003. Lecture Notes in Computer Science, vol 2690. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-45080-1_31

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  • DOI: https://doi.org/10.1007/978-3-540-45080-1_31

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-40550-4

  • Online ISBN: 978-3-540-45080-1

  • eBook Packages: Springer Book Archive

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