期刊论文、会议论文

Yu, Lean

英文

Neurocomputing

0925-2312

2010

73

4-6

716-725

2nd International Conference on Bio-Inspired Computing

SEP 14-17, 2007

Zhengzhou, PEOPLES R CHINA

[Yu, Lean;Wang, Shouyang] Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China.^[Lai, Kin Keung] City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China.^[Wen, Fenghua] Changsha Univ Sci & Technol, Sch Econ & Management, Changsha 410076, Hunan, Peoples R China.

PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS

ELSEVIER SCIENCE BV

10.1016/j.neucom.2008.11.035

本校为其他机构

A financial crisis is typically a rare kind of an event, but it hurts sustainable economic development when it occurs. This study proposes a multiscale neural network learning paradigm to predict financial crisis events for early-warning purposes. In the proposed multiscale neural network learning paradigm, currency exchange rate, a typical financial indicator that usually reflects economic fluctuations, is first chosen. Then a Hilbert-EMD algorithm is applied to the currency exchange rate series. Using the Hilbert-EMD procedure, some intrinsic mode components (IMCs) of the currency exchange r...