Application of Sliding Window for Financial Time Series Prediction using Time-Delay Neural Networks
This paper proposes application of sliding window technique to time-delay neural network (TDNN) for prediction of financial time series. Neural network is a data-driven approach, in which we have huge data samples but limited information about the model structure. In this paper, we measure performan...
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| Format: | Article |
| Language: | fas |
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Allameh Tabataba'i University Press
2015-06-01
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| Series: | Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī |
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| Online Access: | https://joer.atu.ac.ir/article_1648_de0a3c717335fe6d0cbb72cc915e3947.pdf |