Neural Network with Matrix Inputs
Volume 19, Issue 4 (2008), pp. 477–486
Pub. online: 1 January 2008
Type: Research Article
Received
1 January 2008
1 January 2008
Accepted
1 April 2008
1 April 2008
Published
1 January 2008
1 January 2008
Abstract
In this paper we propose and analyze a multilayer perceptron-like model with matrix inputs. We applied the proposed model to the financial time series prediction problem, compared it with the standard multilayer perceptron model, and got fairly good results.