Modeling NYSE Composite US 100 Index with a Hybrid SOM and MLP-BP Neural Model
Neural networks are well suited to predict future results of time series for various data types. This paper proposes a hybrid neural network model to describe the results of the database of the New York Stock Exchange (NYSE). This hybrid model brings together a self organizing map (SOM) with a multi...
Main Authors: | Adriano Beluco, Denise L. Bandeira, Alexandre Beluco |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2017-02-01
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Series: | Journal of Risk and Financial Management |
Subjects: | |
Online Access: | http://www.mdpi.com/1911-8074/10/1/6 |
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