search query: @indexterm MIS / total: 611
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| Author: | Walczak, S. |
| Title: | An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks |
| Journal: | Journal of Management Information Systems
2001 : SPRING, VOL. 17:4, p. 203-222 |
| Index terms: | MIS FORECASTING NEURAL NETWORKS TIME SERIES TRAINING |
| Language: | eng |
| Abstract: | The questions of input variable selection and system architecture design have been widely researched, but the corresponding question of how much information to use in producing high-quality neural network models has not been adequately addressed. In this paper, the effects of different sizes of training sample sets on forecasting currency exchange rates are examined. It is shown that those neural networks-given an appropriate amount of historical knowledge-can forecast future currency exchange rates with 60 percent accuracy, while those neural networks trained on a larger training set have a worse forecasting performance. In addition to higher- quality forecasts, the reduced training set sizes reduce development cost and time. |
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