The repository contains the implementation of Meta-XNW forecasting model which appears in the article "A Meta Extreme Learning Machine Method for Forecasting Financial Time Series". Here you find three folders: data, ELM and settings. The first contains six high frequency financial time series using in the article. In the second, you find Python script examples in which can reproduce the same results obtained in the articule (Model_example_1.py) and you can train each algorithm with the parameters selected by you. In the third folder, you find the best parameter of the model reported in the article which you can load using the first script for each model (Model_example_1.py). The documentation of ELM_Network is described in deep in ELM_Network.html.