A Novel Recurrent Polynomial Neural Network for Financial Time Series Prediction
Abir Jaafar Hussain, Panos Liatsis · IGI Global eBooks · 2009
The research described in this chapter is concerned with the development of a novel artificial higherorder neural networks architecture called the recurrent Pi-sigma neural network. The proposed artificial neural network combines the advantages of both higher-order architectures in terms of the multi-linear interactions between inputs, as well as the temporal dynamics of recurrent neural networks, and produces highly accurate one-step ahead predictions of the foreign currency exchange rates, as compared to other feedforward and recurrent structures.