Financial Time Series Modelling with Hybrid Model Based on Customized RBF Neural Network Combined With Genetic Algorithm

Financial Time Series Modelling with Hybrid Model Based on Customized RBF Neural Network Combined With Genetic Algorithm

In this paper, authors apply feed-forward artificial neural network (ANN) of RBF type into the process of modelling and forecasting the future value of USD/CAD time series. Authors test the customized version of the RBF and add the evolutionary approach into it. They also combine the standard algori...

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Bibliographic Details
Main Authors: Lukas Falat, Dusan Marcek
Format: Article
Language:English
Published: VSB-Technical University of Ostrava 2014-01-01
Series:Advances in Electrical and Electronic Engineering
Subjects:
artificial neural network
generic algorithm
hybrid model
rbf
time series
usd/cad.
Online Access:http://advances.utc.sk/index.php/AEEE/article/view/1206

Internet

http://advances.utc.sk/index.php/AEEE/article/view/1206

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