Financial prediction using inductive models
Joint Authors
Abd Allah, Turki Y.
Abd Allah, Abd al-Karim Y.
Dexon, Lamya A.
Source
Issue
Vol. 31, Issue 2A (30 Jun. 2013), pp.64-72, 9 p.
Publisher
University of Basrah College of Science
Publication Date
2013-06-30
Country of Publication
Iraq
No. of Pages
9
Main Subjects
Financial and Accounting Sciences
Topics
Abstract EN
Financial prediction is an example of a prediction problem which is challenging due to small sample sizes, high noise, non-stationary, and non-linearity.
Neural networks have been frequently used in financial prediction because of their ability to deal with uncertain, fuzzy, or insufficient data.
Despite that, neural networks (NN) have limitations ; they still require a significant amount of a priori information about the model structure.
Group Method of Data Handling (GMDH) is an inductive approach which attempts to overcome the subjectiveness of neural networks based on the principle of self-organization.
We have developed an algorithm inspired from the evolutionary manner of conventional GMDH to generate an inductive model based on using multilayer perceptron that can avoid some of GMDH problems like the exhaustive computations on candidate Adalines and the increasing number of Adalines in the following layers
American Psychological Association (APA)
Abd Allah, Turki Y.& Abd Allah, Abd al-Karim Y.& Dexon, Lamya A.. 2013. Financial prediction using inductive models. Basrah Journal of Science،Vol. 31, no. 2A, pp.64-72.
https://search.emarefa.net/detail/BIM-336102
Modern Language Association (MLA)
Abd Allah, Turki Y.…[et al.]. Financial prediction using inductive models. Basrah Journal of Science Vol. 31, no. 2-A (2013), pp.64-72.
https://search.emarefa.net/detail/BIM-336102
American Medical Association (AMA)
Abd Allah, Turki Y.& Abd Allah, Abd al-Karim Y.& Dexon, Lamya A.. Financial prediction using inductive models. Basrah Journal of Science. 2013. Vol. 31, no. 2A, pp.64-72.
https://search.emarefa.net/detail/BIM-336102
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 71-72
Record ID
BIM-336102