%0 Journal Article
%T FORECASTING ON FOREX MARKET WITH RBF AND PERCEPTRON NEURAL NETWORKS
%A LUK¨¢£¿ FAL¨¢T
%A ALEXANDRA KOTTILOV¨¢
%J Ad Alta : Journal of Interdisciplinary Research
%D 2012
%I Magnanimitas
%X This work deals with an alternative approach in financial modelling -artificial neural networks approach. The aim of this paper is to show that this type oftime series modelling is an excellent alternative to classical econometric modelling. Atfirst, neural networks using methods of supervised machine learning are discussed.After explaining theoretical basis of ANN, these models are then applied to specificexchange rate (AUD/USD). Finally, the comparison between statistical models andRBF and perceptron neural networks is made to illustrate the sense of using ANNmodels
%K financial forecasting
%K neural networks
%K time series
%K RBF
%K perceptron
%U http://www.magnanimitas.cz/ADALTA/0201/papers/I_falat.pdf