Applications of Neural Network Radial Basis Function in Economics and Financial Time Series

Giovanis, Eleftherios Applications of Neural Network Radial Basis Function in Economics and Financial Time Series. Working Paper

Full text not available from this repository.

Abstract

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)
Identification Number:	10.2139/ssrn.1667442
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
URI:	http://eprints.imtlucca.it/id/eprint/1632

Actions (login required)

Edit Item