The motivation for this article is the investigation of the use of a promising class of neural network (NN) models, higher order neural networks (HONNs), when applied to the task of forecasting and trading the 21-day-ahead realised volatility of the FTSE 100 futures index. This is done by...

The motivation for this paper is to investigate the use of alternative novel neural network architectures when applied to the task of forecasting and trading the Euro/Dollar (EUR/USD) exchange rate. This is done by benchmarking three different neural network designs representing a Higher Order...

The objective of this study is to investigate the use, the stability and the robustness of alternative novel neural network (NN) architectures when applied to the task of forecasting and trading the Euro/Dollar (EUR/USD) exchange rate using the European Central Bank (ECB) fixing series with only...