Deterministic Echo State Networks Based Stock Price Forecasting

Echo state networks (ESNs), as efficient and powerful computational models for approximating nonlinear dynamical systems, have been successfully applied in financial time series forecasting. Reservoir constructions in standard ESNs rely on trials and errors in real applications due to a series of ra...

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Bibliographic Details
Main Authors: Jingpei Dan, Wenbo Guo, Weiren Shi, Bin Fang, Tingping Zhang
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/137148
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