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

Manchester Metropolitan University-Department of Economics, Policy and International Business; Nazilli Faculty of Economics and Administrative Sciences

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)

Manchester Metropolitan University-Department of Economics, Policy and International Business ( email )

Business School
All Saints Campus
Manchester, M15 6BH
United Kingdom

Nazilli Faculty of Economics and Administrative Sciences ( email )

Nazilli IIBF
Sumer Kampusu
Aydin, Nazilli 09800
Turkey

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