In this paper we firstly analysis the chaotic characters of three sets of the financial time series (Hang Sheng Index (HIS), Shanghai Stock Index and US gold price) based on the ph...
Abstract— This paper presents a novel support vector regression (SVR) network for financial time series prediction. The SVR network consists of two layers of SVR: transformation...
A crucial problem in non-linear time series forecasting is to determine its auto-regressive order, in particular when the prediction method is non-linear. We show in this paper tha...
A novel type of higher order pipelined neural network, the polynomial pipelined neural network, is presented. The network is constructed from a number of higher order neural networ...
Abir Jaafar Hussain, Adam Knowles, Paulo J. G. Lis...
Two independent evolutionary modeling methods, based on fuzzy logic and neural networks respectively, are applied to predicting trend reversals in financial time series, and their...