• DocumentCode
    288935
  • 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
  • Volume
    6
  • fYear
    1994
  • fDate
    27 Jun- 2 Jul 1994
  • Firstpage
    3667
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • 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
  • Type

    conf

  • DOI
    10.1109/ICNN.1994.374927
  • Filename
    374927