DocumentCode
2328074
Title
Counterpropagation with delays for financial prediction
Author
Fierascu, Carmen ; Badea, Claudia Lidia
Author_Institution
Inst. of Sci. Comput., Salzburg Univ., Austria
Volume
4
fYear
2004
fDate
25-29 July 2004
Firstpage
2795
Abstract
The counterpropagation network was obtained by combining Kohonen learning and Grossberg learning. By adding of dynamical elements in the Kohonen learning, we obtained a new network, the counterpropagation neural network with delays. This network is suitable to be applied for solving problems in the domain of temporal sequence processing. An application to a financial prediction problem, the forecasting of the currency exchange rate, is shown.
Keywords
delays; economic forecasting; learning (artificial intelligence); self-organising feature maps; Grossberg learning; Kohonen learning; counterpropagation neural network; delays; financial prediction; temporal sequence processing; Delay; Density functional theory; Electronic mail; Exchange rates; Function approximation; Neural networks; Neurons; Pattern matching; Predictive models; Scientific computing;
fLanguage
English
Publisher
ieee
Conference_Titel
Neural Networks, 2004. Proceedings. 2004 IEEE International Joint Conference on
ISSN
1098-7576
Print_ISBN
0-7803-8359-1
Type
conf
DOI
10.1109/IJCNN.2004.1381098
Filename
1381098
Link To Document