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Counterpropagation with delays for financial prediction

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2 Author(s)
C. Fierascu ; Inst. of Sci. Comput., Salzburg Univ., Austria ; C. L. Badea

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.

Published in:

Neural Networks, 2004. Proceedings. 2004 IEEE International Joint Conference on  (Volume:4 )

Date of Conference:

25-29 July 2004