DocumentCode
2028980
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
fYear
2000
fDate
2000
Firstpage
178
Lastpage
181
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/CIFER.2000.844621
Filename
844621
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