eprintid: 1632
rev_number: 7
eprint_status: archive
userid: 6
dir: disk0/00/00/16/32
datestamp: 2013-07-08 14:07:40
lastmod: 2013-07-08 14:07:40
status_changed: 2013-07-08 14:07:40
type: monograph
metadata_visibility: show
creators_name: Giovanis, Eleftherios
creators_id: eleftherios.giovanis@imtlucca.it
title: Applications of Neural Network Radial Basis Function in Economics and Financial Time Series
ispublished: pub
subjects: HB
subjects: HG
divisions: EIC
full_text_status: none
monograph_type: working_paper
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. 
date: 2010-08
date_type: published
pages: 20
id_number: 10.2139/ssrn.1667442
institution: IMT Institute for Advanced Studies Lucca
official_url: http://ssrn.com/abstract=1667442
citation:   Giovanis, Eleftherios  Applications of Neural Network Radial Basis Function in Economics and Financial Time Series.  Working Paper