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Combination of Linear and General Regression Neural Network for Robust Short Term Financial Prediction

  • Tony Jan
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 2690)

Abstract

In business applications, robust short term prediction is important for survival. Artificial neural network (ANN) have shown excellent potential however it needs better extrapolation capacity in order to provide reliable short term prediction. In this paper, a combination of linear regression model in parallel with general regression neural network is introduced for short term financial prediction. The experiment shows that the proposed model achieves comparable prediction performance to other conventional prediction models.

Keywords

Mean Square Error Radial Basis Function Prediction Performance Linear Regression Model Probabilistic Neural Network 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  • Tony Jan
    • 1
  1. 1.Department of Computer SystemsUniversity of Technology, SydneyBroadwayAustralia

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