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

Preview

Text Cogent engineering.pdf - Published Version Available under License Creative Commons Attribution. Download (984kB) | Preview

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 & Mathematics
Publisher:	Cogent OA
Date Deposited:	20 Aug 2015 10:48
Last Modified:	09 Mar 2022 11:40
URI:	https://researchonline.ljmu.ac.uk/id/eprint/1869

View Item