Financial time series modeling with evolutionary trained random iterated neural networks
نویسندگان
چکیده
In this paper it is shown how to model times series by using random iterated neural networks with place-dependent probabilities. The model assumes that the time series comes from a dynamical system which has a compact global attractor and a physical probability measure supported on the attractor. Also, an evolutionary algorithm is used to train a random iterated neural network that models a nancial time series.
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