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Financial Time Series Prediction Using Spiking Neural Networks
In this paper a novel application of a particular type of spiking neural network, a Polychronous Spiking Network, was used for financial time series prediction. It is argued that the inherent temporal capabilities of this type of network are suited to non-stationary data such as this. The performanc...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2014
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4149346/ https://www.ncbi.nlm.nih.gov/pubmed/25170618 http://dx.doi.org/10.1371/journal.pone.0103656 |