In business applications, robust short term prediction is important for survival. Artificial neural network (ANN) have shown excellent potential however it needs better extrapolation capacity in order to provide reliable short term prediction. In this paper, a combination of linear regression model in parallel with general regression neural network is introduced for short term financial prediction. The experiment shows that the proposed model achieves comparable prediction performance to other conventional prediction models.
|Number of pages||8|
|Journal||Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)|
|Publication status||Published - 2004|