Prediction of market price by using fast time delay neural networks
Hazem Mokhtar El-Bakry, Nikos E. Mastorakis · 2010
Prediction of market price is very important for strategic planning. In this paper, a new approach for fast market price prediction is presented. Such algorithm uses fast time delay neural networks (FTDNNs). The operation of these networks relies on performing cross correlation in the frequency domain between the input data and the input weights of neural networks. It is proved mathematically and practically that the number of computation steps required for the presented FTDNNs is less than that needed by conventional time delay neural networks (CTDNNs). Simulation results using MATLAB confirm the theoretical computations.