Giovanis, Eleftherios Applications of Neural Network Radial Basis Function in Economics and Financial Time Series. Working PaperFull text not available from this repository.
In this paper we present the Radial Basis Neural Network Function. We examine some simple numerical examples of time-series in economics and finance. The forecasting performance is significant superior, especially in financial time-series, to traditional econometric modeling indicating that artificial intelligence procedure are more appropriate. Some MATLAB routines are presented for further application research.
|Item Type:||Working Paper (Working Paper)|
|Uncontrolled Keywords:||Keywords: Radial Basis Function, Neural Networks, Time-Series, Forecasting, Stock Returns, MATLAB, Error Backpropagation Algorithm - JEL Classification: C22, C45, C53, C63, G10|
|Subjects:||H Social Sciences > HB Economic Theory
H Social Sciences > HG Finance
|Research Area:||Economics and Institutional Change|
|Depositing User:||Ms T. Iannizzi|
|Date Deposited:||08 Jul 2013 14:07|
|Last Modified:||08 Jul 2013 14:07|
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