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AUSAI
2006
Springer

Polynomial Pipelined Neural Network and Its Application to Financial Time Series Prediction

9 years 6 months ago
Polynomial Pipelined Neural Network and Its Application to Financial Time Series Prediction
A novel type of higher order pipelined neural network, the polynomial pipelined neural network, is presented. The network is constructed from a number of higher order neural networks concatenated with each other to predict highly nonlinear and nonstationary signals based on the engineering concept of divide and conquer. It is evaluated in financial time series application to predict the exchange rate between the US Dollar and 3 other currencies. The network demonstrates more accurate forecasting and an improvement in the signal to noise ratio over a number of benchmarked neural network.
Abir Jaafar Hussain, Adam Knowles, Paulo J. G. Lis
Added 20 Aug 2010
Updated 20 Aug 2010
Type Conference
Year 2006
Where AUSAI
Authors Abir Jaafar Hussain, Adam Knowles, Paulo J. G. Lisboa, Wael El-Deredy, Dhiya Al-Jumeily
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