@techreport{eprints1632, month = {August}, number = {10.2139/ssrn.1667442}, institution = {IMT Institute for Advanced Studies Lucca}, year = {2010}, author = {Eleftherios Giovanis}, type = {Working Paper}, title = {Applications of Neural Network Radial Basis Function in Economics and Financial Time Series}, keywords = {Keywords: Radial Basis Function, Neural Networks, Time-Series, Forecasting, Stock Returns, MATLAB, Error Backpropagation Algorithm - JEL Classification: C22, C45, C53, C63, G10}, 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. }, url = {http://eprints.imtlucca.it/1632/} }