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The Performance of Immune Based Neural Network with Financial Time Series Prediction

Al-Jumeily, D and Hussain, A (2015) The Performance of Immune Based Neural Network with Financial Time Series Prediction. Cogent Engineering, 2 (1). ISSN 2331-1916

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Abstract

This paper presents the use of immune based neural networks which include multilayer perceptron and functional neural network for the prediction of financial time series signals. Extensive simulations for the prediction of one and five steps ahead of stationary and non-stationary time series were performed which indicate that immune based neural networks in most cases demonstrated advantages in capturing chaotic movement in the financial signals with an improvement in the profit return and rapid convergence over multilayer perceptrons.

Item Type: Article
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Q Science > QA Mathematics > QA76 Computer software
Divisions: Computer Science
Publisher: Cogent OA
Date Deposited: 20 Aug 2015 10:48
Last Modified: 20 Aug 2015 10:48
URI: http://researchonline.ljmu.ac.uk/id/eprint/1869

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