<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "Hybridization of ensemble kalman filter and non-linear auto-regressive neural network for financial forecasting"^^ . "Financial data is characterized as non-linear, chaotic in nature and volatile thus making the process of forecasting cumbersome. Therefore, a successful forecasting model must be able to capture longterm dependencies from the past chaotic data. In this study, a novel hybrid model, called UKF-NARX, consists of unscented kalman filter and non-linear auto-regressive network with exogenous input trained with bayesian regulation algorithm is modelled for chaotic financial forecasting. The proposed hybrid model is compared with commonly used Elman-NARX and static forecasting model employed by financial analysts. Experimental results on Bursa Malaysia KLCI data show that the proposed hybrid model outperforms the other two commonly used models. © Springer International Publishing Switzerland 2014."^^ . "2014" . . "8891" . . "Springer Verlag"^^ . . "Springer Verlag"^^ . . . "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)"^^ . . . "03029743" . . . . . . . . . . . . . . . . "F.-W."^^ . "Lai"^^ . "F.-W. Lai"^^ . . "S.J."^^ . "Abdulkadir"^^ . "S.J. Abdulkadir"^^ . . "M."^^ . "Marimuthu"^^ . "M. Marimuthu"^^ . . "S.-P."^^ . "Yong"^^ . "S.-P. Yong"^^ . . . . . "HTML Summary of #4659 \n\nHybridization of ensemble kalman filter and non-linear auto-regressive neural network for financial forecasting\n\n" . "text/html" . .