A Novel Recurrent Polynomial Neural Network for Financial Time Series Prediction
Keyword(s):
One Step
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The research described in this chapter is concerned with the development of a novel artificial higherorder neural networks architecture called the recurrent Pi-sigma neural network. The proposed artificial neural network combines the advantages of both higher-order architectures in terms of the multi-linear interactions between inputs, as well as the temporal dynamics of recurrent neural networks, and produces highly accurate one-step ahead predictions of the foreign currency exchange rates, as compared to other feedforward and recurrent structures.
2020 ◽
Vol 12
(6)
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pp. 21-32
Keyword(s):
2016 ◽
Vol 2016
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pp. 1-14
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2019 ◽
Vol 3
(3)
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2007 ◽
Vol 7
(4)
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pp. 1149-1156
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Keyword(s):
2006 ◽
pp. 139-151