Lag-Dependent Regularization for MLPs Applied to Financial Time Series Forecasting Tasks

Andrew Skabar. Lag-Dependent Regularization for MLPs Applied to Financial Time Series Forecasting Tasks. In Gabrielle Allen, Jaroslaw Nabrzyski, Edward Seidel, G. Dick van Albada, Jack Dongarra, Peter M. A. Sloot, editors, Computational Science - ICCS 2009, 9th International Conference, Baton Rouge, LA, USA, May 25-27, 2009, Proceedings, Part II. Volume 5545 of Lecture Notes in Computer Science, pages 515-523, Springer, 2009. [doi]

Abstract

Abstract is missing.