Financial time series prediction using a dendritic neuron model

    Tianle Zhou
    Tianle Zhou
    Chaoyi Chu
    Chaoyi Chu

    Knowl.-Based Syst., Volume 105, Issue C, 2016, Pages 214-224.

    Cited by: 41|Bibtex|Views11|Links
    EI

    Abstract:

    As a complicated dynamic system, financial time series calls for an appropriate forecasting model. In this study, we propose a neuron model based on dendritic mechanisms and a phase space reconstruction (PSR) to analyze the Shanghai Stock Exchange Composite Index, Deutscher Aktienindex, N225, and DJI Average. The PSR allows us to reconstr...More

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