• 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