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