An increasing hybrid morphological-linear perceptron with pseudo-gradient-based learning and phase adjustment for financial time series prediction

Abstract

Financial time series exhibit a mixture of linear and nonlinear components as indicated by the corresponding lagplots. As we will explain in this paper, certain financial time series can be approximated by increasing functions of a fixed number of time lags or antecedents. This work presents a suitable model for dealing with financial prediction problems… (More)
DOI: 10.1109/IJCNN.2010.5596980

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@article{Arajo2010AnIH, title={An increasing hybrid morphological-linear perceptron with pseudo-gradient-based learning and phase adjustment for financial time series prediction}, author={Ricardo de A. Ara{\'u}jo and Peter Sussner}, journal={The 2010 International Joint Conference on Neural Networks (IJCNN)}, year={2010}, pages={1-8} }