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

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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:	https://doi.org/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

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