Optimization of neural network for nonlinear discrete time system using modified quaternion firefly algorithm: case study of Indian currency exchange rate prediction

2017 ◽  
Vol 22 (8) ◽  
pp. 2667-2681 ◽  
Author(s):  
Uday Pratap Singh ◽  
Sanjeev Jain
Author(s):  
Nur Syahidah Yusoff ◽  
Maman Abdurachman Djauhari

In this paper, we study the high dimensional correlation structure of financial market. Correlation structure can be considered as a complex system that relates each variable to the others in terms of correlation. To analyze such complex system, minimum spanning tree is constructed to simplify the network. A case study will be presented and a conclusion will be highlighted.


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