Artificial Sine and Cosine Trigonometric Higher Order Neural Networks for Financial Data Prediction

Abstract

This chapter develops two new nonlinear artificial higher order neural network models. They are Sine and Sine Higher Order Neural Networks (SIN-HONN) and Cosine and Cosine Higher Order Neural Networks (COS-HONN). Financial data prediction using SIN-HONN and COS-HONN models are tested. Results show that SIN-HONN and COS-HONN models are good models for financial data prediction compare with Polynomial Higher Order Neural Network (PHONN) and Trigonometric Higher Order Neural Network (THONN) models.