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In this paper, the recurrent neural networks (RNNs) with a generalized activation function class is proposed. In this proposed model, every component of the neuron's activation function belongs to a convex hull which is bounded by two odd symmetric piecewise linear functions that are convex or concave over the real space. All of the convex hulls are composed of generalized activation function classes. The novel activation function class is not only with a more flexible and more specific description of the activation functions than other function classes but it also generalizes some traditional activation function classes. The absolute exponential stability (AEST) of the RNN with a generalized activation function class is studied through three steps. The first step is to demonstrate the global exponential stability (GES) of the equilibrium point of original RNN with a generalized activation function being equivalent to that of RNN under all vertex functions of convex hull. The second step transforms the RNN under every vertex activation function into neural networks under an array of saturated linear activation functions. Because the GES of the equilibrium point of three systems are equivalent, the next stability analysis focuses on the GES of the equilibrium point of RNN system under an array of saturated linear activation functions. The last step is to study both the existence of equilibrium point and the GES of the RNN under saturated linear activation functions using the theory of M-matrix. In the end, a two-neuron RNN with a generalized activation function is constructed to show the effectiveness of our results.