A HYBRID RECURRENT NEURAL NETWORKS MODEL BASED ON SYNTHESIS FEATURES TO FORECAST THE TAIWAN STOCK MARKET

By Liang-Ying Wei, Ching-Hsue Cheng. 2012

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. A. Boru
2. Mehmet Özçalici
3. Sahibzada Ali Mahmud
4. M. Göçken
5. A. T. Dosdoğru
6. Mehreen Rehman
7. Gul Muhammad Khan
8. Julian Francis Miller

Citations in the corpus

• Foreign Currency Exchange Rates Prediction Using CGP and Recurrent Neural Network (2014, methodology): “The resulting offspring is assessed for its performance using the Mean Absolute Percentage Error (MAPE) value and compared to select the fittest network for up gradation to the next generation.”
• Integrating metaheuristics and Artificial Neural Networks for improved stock price prediction (2016, background): “Therefore, selection of the useful technical indicaors accurately is the key issue to make a profit for those stock maret investors (Wei & Cheng, 2012).”