Research Article

Financial Time Series Prediction Using Elman Recurrent Random Neural Networks

Table 3

Different parameters for different models.

Index data BPNN STNN ERNN ST-ERNN
Hidden L. r Hidden L. r Hidden L. rHidden L. r

SSE 8 0.01 8 0.01 10 0.001 9 0.001
TWSE 10 0.01 10 0.01 12 0.001 12 0.001
KOSPI 8 0.02 8 0.02 10 0.03 10 0.05
Nikkei225 10 0.05 10 0.05 10 0.01 10 0.01