The purpose of this work is to model and predict Financials Time Series by using neural networks. In order to achieve this aim, a recurrent total neural network with two hidden layers has been chosen; one layer for the linear threshold function and the other for the arctangent function. The...

This paper presents both estimation and simulation as optimization problems that differ in the optimization criteria, minimization of a local expected loss for estimation and reproduction of global statistics (semivariogram, histogram) for simulation. An intermediate approach is proposed whereby...