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Financial time series modeling with evolutionary trained random iterated neural networks
Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.00TH8520)
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In this paper it is shown how to model times series by using random iterated neural networks with placedependent 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 nancial time series.
doi:10.1109/cifer.2000.844621
dblp:conf/cifer/NinoHP00
fatcat:lscaf7dw4vcvjhicbb4k2pjtci