Title : 
Financial time series modeling with evolutionary trained random iterated neural networks
         
        
            Author : 
Nino, F. ; Hernandez, Germamn ; Parra, Andres
         
        
            Author_Institution : 
Univ. of Memphis, TN, USA
         
        
        
        
        
        
            Abstract : 
The paper shows how to model times series by using random iterated neural networks with place-dependent probabilities. The model assumes that the time series comes from a dynamical system which has a compact global attractor and a physical probability measure supported on the attractor. Also, an evolutionary algorithm is used to train a random iterated neural network that models a financial time series
         
        
            Keywords : 
financial data processing; neural nets; probability; time series; compact global attractor; dynamical system; evolutionary algorithm; evolutionary trained random iterated neural networks; financial time series modeling; physical probability measure; place-dependent probabilities; training; Contracts; Evolutionary computation; Extraterrestrial measurements; Geometry; Mathematical model; Neural networks; Neurons; Orbits; Time measurement;
         
        
        
        
            Conference_Titel : 
Computational Intelligence for Financial Engineering, 2000. (CIFEr) Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on
         
        
            Conference_Location : 
New York, NY
         
        
            Print_ISBN : 
0-7803-6429-5
         
        
        
            DOI : 
10.1109/CIFER.2000.844621