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In the last years, bio-inspired algorithms have shown their power in different non-linear optimization problems. Due to the efficiency and adaptability of bio-inspired algorithms, in this paper we explore a new way to design an artificial neural network (ANN). For this task, a modified PSO algorithm was used. We do not only study the problem of finding the optimal synaptic weights of an ANN but also its topology and transfer functions. In other words, given a set of inputs and desired patterns, with the proposal we are able to find the best topology, the number of neurons, the transfer function for each neuron, as well as the synaptic weights. This allows to designing an ANN to be used to solve a given problem. The proposal is tested using several non-linear problems.