The performance of immune-based neural network with financial time series prediction
This paper presents the use of immune-based neural networks that include multilayer perceptron (MLP) and functional neural network for the prediction of financial time series signals. Extensive simulations for the prediction of one- and five-steps-ahead of stationary and non-stationary time series w...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
Taylor & Francis Group
2015-12-01
|
Series: | Cogent Engineering |
Subjects: | |
Online Access: | http://dx.doi.org/10.1080/23311916.2014.985005 |