Title :
Quadric neural network for the prediction of financial time series data
Author :
Ahmad, J. ; Fatmi, H.A.
Author_Institution :
King´´s Coll., London, UK
fDate :
27 Jun- 2 Jul 1994
Abstract :
A quadric neural network (QNN) is designed for financial times series data prediction which is basically derived from Gabor´s theory of communication and cybernetics. The QNN architecture is useful technique for prediction due to non-linear term. The simulation results are carried out on real financial time series data, which indicate better performance minimum values in the input data set
Keywords :
finance; neural nets; time series; Gabor´s theory of communication; cybernetics; financial time series data; performance minimum values; quadric neural network; Computer architecture; Cybernetics; Distributed computing; Educational institutions; Neural networks; Physics computing; Polynomials; Predictive models; Probability; Stochastic processes;
Conference_Titel :
Neural Networks, 1994. IEEE World Congress on Computational Intelligence., 1994 IEEE International Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-1901-X
DOI :
10.1109/ICNN.1994.374927
