Multiple dimensioned mining of financial fluctuation through radial basis function networks

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成果类型：

期刊论文

作者：

Xiao, Yi;Liu, John J.;Wang, Shouyang;Hu, Yi;Xiao, Jin*

通讯作者：

Xiao, Jin

作者机构：

[Xiao, Yi] Cent China Normal Univ, Sch Informat Management, Wuhan 430079, Peoples R China.

[Liu, John J.] City Univ Hong Kong, Ctr Transport Trade & Financial Studies, Kowloon, Hong Kong, Peoples R China.

[Wang, Shouyang] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China.

[Hu, Yi] Univ Chinese Acad Sci, Sch Management, Beijing 100190, Peoples R China.

[Xiao, Jin] Sichuan Univ, Sch Business, Chengdu 610064, Peoples R China.

通讯机构：

[Xiao, Jin] S

Sichuan Univ, Sch Business, Chengdu 610064, Peoples R China.

语种：

英文

关键词：

Financial market fluctuation;Multiple dimensioned mining;Radial basis function network

期刊：

Neural Computing and Applications

ISSN：

0941-0643

年：

2015

卷：

期：

页码：

363-371

DOI：

10.1007/s00521-014-1722-x

基金类别：

National Social Science Foundation of China [14BGL175]; National Natural Science Foundation of ChinaNational Natural Science Foundation of China (NSFC) [71301160, 71101100]; Center for Forecasting Science of the Chinese Academy of Sciences; Center for Transport Trade and Financial Studies, City University of Hong Kong

机构署名：

本校为第一机构

院系归属：

信息管理学院

摘要：

Fluctuation mining is one of the greatest challenging tasks in the field of finance market. The main contribution of this research was to propose a multiple dimensioned model for financial market fluctuation mining. In this approach, the original financial time series is broken down into different information by the wavelet filtering technique, and then, all this information is handled through radial basis function networks due to its universal approximation abilities and more robust than the ordinary networks. An experimental analysis is conducted with the proposed model using stock index fut...

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Multiple dimensioned mining of financial fluctuation through radial basis function networks

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