| Article ID: | iaor20119043 |
| Volume: | 51 |
| Issue: | 2 |
| Start Page Number: | 271 |
| End Page Number: | 284 |
| Publication Date: | Oct 2011 |
| Journal: | Journal of Global Optimization |
| Authors: | Yu Xinghuo, Wang Bin, Batbayar Batsukh, Wang Liuping, Man Zhihong |
| Keywords: | optimization, learning, simulation: applications, simulation, investment, neural networks |
In this paper, an improved training algorithm based on the terminal attractor concept for feedforward neural network learning is proposed. A condition to avoid the singularity problem is proposed. The effectiveness of the proposed algorithm is evaluated by various simulation results for a function approximation problem and a stock market index prediction problem. It is shown that the terminal attractor based training algorithm performs consistently in comparison with other existing training algorithms.