Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification

Index

• Activation function
• Adaptive networks
• Akaike’s criterion
• Approximation theorem
• Associative memory
• Autocorrelation function (ACF)
• Average contribution to the magnitude of the gradient vector
• Average derivative
• Average derivative magnitude
• Average elasticity
• Average elasticity magnitude

• Backpropagation
• Backward elimination (BE)
• Bagging method
• Balancing method
• Bayesian information criterion (BIC)
• Bootstrap
• Box–Cox transformation
• Box–Pierce Q-statistic

• Centroid
• Classification
• Classification accuracy relative to change
• Classification matrix
• Clustering
• Coefficient of determination
• Coefficient of determination (adjusted)
• Coefficient of variation
• Complex initialization
• Computational finance
• Confidence intervals
• Continuous wavelet transform
• Correlogram
• Covariance
• Cross-validation
• Cutting score

• Daily modeling
• Delta rule
• Discriminant analysis
• Durbin–Watson statistic

• Early stopping
• Exhaustive search

• Final prediction error (FPE)
• Financial econometrics
• Financial economics
• Financial engineering
• Financial innovation
• Fitness function
• Fourier transform
• F-statistic

• Generalized cross-validation (GCV)
• Generalized delta rule
• Gram–Schmidt

• Heuristic initialization
• Hidden units
• Historical burn analysis

• Independent prediction of change in direction (IPOCID)
• Index modeling
• Information criteria

• Kolmogorov–Smirnov criterion

• Learning rate
• Ljung–Box LB Statistic
• Local bootstrap
• Local minimum
• Loss function

• Mackey–Glass equation
• Mathematical finance
• Maximum absolute ...