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Download Neural-Network-based Metamodeling For Financial Time Series Forecasting by ['Nikola Nikolic'] in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Neural-Network-based Metamodeling For Financial Time Series Forecasting
This document proposes using neural network metamodeling to improve financial time series forecasting. It involves generating different training subsets using cross-validation. Different neural network base models are then trained on each subset. A neural network metamodel is then trained on the outputs of the base models to integrate their knowledge and boost predictive accuracy compared to the individual base models. The approach takes advantage of neural networks' ability to learn complex relationships and allows the base models to be trained in parallel.
Detailed Information
| Author: | ['Nikola Nikolic'] |
|---|---|
| Publication Year: | 2011 |
| Pages: | 4 |
| Language: | English |
| Format: | |
| Price: | FREE |
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