Applications of Feed-Forward Neural Networks with Error Backpropagation Algorithm and Non-Linear Methods in MATLAB

38 Pages Posted: 28 Aug 2010

See all articles by Eleftherios Giovanis

Eleftherios Giovanis

Izmir Bakircay University International Trade and Business; Economic Research Forum (ERF)

Date Written: August 28, 2010

Abstract

In this paper we examine and present the methodology of feed-forward neural networks with error backpropagation algorithm and non-linear methods. We test some applications of time-series analysis in economics. The first part is consisted by applications following the traditional approach of neural networks. In the second part we propose a weighted input regression. Additionally, we present full programming routines in MATLAB in order to replicate the results and for further research applications, modifications, expansions and improvements.

Keywords: Feed-Forward Neural Networks, Error Backpropagation Algorithm, Non-Linear Methods, Time-Series, Inflation Rate, Treasury Bills, Forecast, MATLAB

JEL Classification: C22, C45, C53, C63, G10

Suggested Citation

Giovanis, Eleftherios, Applications of Feed-Forward Neural Networks with Error Backpropagation Algorithm and Non-Linear Methods in MATLAB (August 28, 2010). Available at SSRN: https://ssrn.com/abstract=1667438 or http://dx.doi.org/10.2139/ssrn.1667438

Eleftherios Giovanis (Contact Author)

Izmir Bakircay University International Trade and Business ( email )

Gazi Mustafa Kemal Mahallesi
Kaynak Caddesi Seyrek Menemen
Izmir, 35660
Turkey

Economic Research Forum (ERF) ( email )

21 Al-Sad Al-Aaly St.
(P.O. Box: 12311)
Dokki, Cairo
Egypt

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