A new constructive neural network method for noise processing and its application on stock market prediction

• Published in: Applied soft computing Vol. 15; pp. 57 - 66
• Main Authors: Xi, Lu, Muzhou, Hou, Lee, Moon Ho, Li, Jun, Wei, Duan, Hai, Han, Wu, Yalin
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.02.2014
• Subjects: Decay RBF neural networks; Neural network architecture; Noise; Overfitting; Stock market prediction; Neural network architecture; Noise; Stock market prediction; Decay RBF neural networks; Overfitting

•Some noise data are considered as singular values of a continuous function.•RBF neural networks are constructed to fit the singular value with every ɛ error.•A theorem about a function with m jumping discontinuity points has been proved.•The constructive part has no generalization influence to the...