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Application of Sliding Window for Financial Time Series Prediction using Time-Delay Neural Networks

Mohammadreza Asghari Oskoei

Volume 15, Issue 57 , July 2015, , Pages 75-108

Abstract
  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 performance ...  Read More