Counterpropagation with delays for financial prediction

The counterpropagation network was obtained by combining Kohonen learning and Grossberg learning. By adding of dynamical elements in the Kohonen learning, we obtained a new network, the counterpropagation neural network with delays. This network is suitable to be applied for solving problems in the domain of temporal sequence processing. An application to a financial prediction problem, the forecasting of the currency exchange rate, is shown.