COMPUTER SCIENCE | RESEARCH ARTICLE The performance of immune-based neural network with financial time series prediction
Dhiya Al‐Jumeily, Abir Jaafar Hussain · 2015
1 Abstract: This paper presents the use of immune-based neural networks that include multilayer perceptron (MLP) and functional neural network for the prediction of financial time series signals. Extensive simulations for the prediction of one-and five-steps-ahead of stationary and non-stationary time series were performed which indicate that immune-based neural networks in most cases demonstrated advantages in capturing chaotic movement in the financial signals with an improvement in the profit return and rapid convergence over MLPs.