Neural Network with Matrix Inputs

  • Authors:
  • Povilas Daniušis;Pranas Vaitkus

  • Affiliations:
  • Vilnius University, Faculty of Mathematics and Informatics, Naugarduko 24, LT-03225 Vilnius, Lithuania, e-mail: povilas.daniusis@mif.vu.lt, vaitkuspranas@yahoo.com;Vilnius University, Faculty of Mathematics and Informatics, Naugarduko 24, LT-03225 Vilnius, Lithuania, e-mail: povilas.daniusis@mif.vu.lt, vaitkuspranas@yahoo.com

  • Venue:
  • Informatica
  • Year:
  • 2008

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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.