scholarly journals Evolving, dynamic clustering of spatio/spectro-temporal data in 3D spiking neural network models and a case study on EEG data

2017 ◽  
Vol 9 (3) ◽  
pp. 195-211 ◽  
Author(s):  
Maryam Gholami Doborjeh ◽  
Nikola Kasabov ◽  
Zohreh Gholami Doborjeh
Crop Science ◽  
2011 ◽  
Vol 51 (1) ◽  
pp. 21-31 ◽  
Author(s):  
Marvellous M. Zhou ◽  
Collins A. Kimbeng ◽  
Thomas L. Tew ◽  
Kenneth A. Gravois ◽  
Michael J. Pontif

Author(s):  
Joarder Kamruzzaman ◽  
Ruhul A. Sarker ◽  
Rezaul K. Begg

In today’s global market economy, currency exchange rates play a vital role in national economy of the trading nations. In this chapter, we present an overview of neural network-based forecasting models for foreign currency exchange (forex) rates. To demonstrate the suitability of neural network in forex forecasting, a case study on the forex rates of six different currencies against the Australian dollar is presented. We used three different learning algorithms in this case study, and a comparison based on several performance metrics and trading profitability is provided. Future research direction for enhancement of neural network models is also discussed.


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