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...

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Bibliographic Details
Main Authors: David Reid, Abir Jaafar Hussain, Hissam Tawfik
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2014-01-01
Series:PLoS ONE
Online Access:http://europepmc.org/articles/PMC4149346?pdf=render