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A long one which can serve as a gentle introduction :

Diversity and Regularization in Neural Network Ensembles

Huanhuan Chen (PhD thesis)

http://www.bcs.org/upload/pdf/diversity-regularization.pdf

(also http://www.cs.man.ac.uk/~gbrown/publications/gbrownThesis.pdf , a PhD thesis too, on the same topic of "diversity" (why create an ensemble if all NN are identical ?))

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and a short (dense !) one :

Classification by ensembles of neural networks

S.V. Kozyrev

http://arxiv.org/pdf/1202.4170v1.pdf

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Dear  Soheila Ghambari,

Look the link. May be useful.

http://www.alglib.net/dataanalysis/mlpensembles.php

chrome-extension://oemmndcbldboiebfnladdacbdfmadadm/http://cbbp.thep.lu.se/pub/PhD-Theses/03/henrik_haraldsson.pdf

Regards, Shafagat

You can check following papers:

http://www.sciencedirect.com/science/article/pii/S000437020200190X

and

http://www.sciencedirect.com/science/article/pii/S0004370204001894

You can check the following papers using neural networks ensembles to deal with different problems like:

Time series forecasting: http://arxiv.org/abs/1302.6210

Predicting project success: http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=6014846&abstractAccess=no&userType=inst

Weather forecasting: http://link.springer.com/article/10.1007%2Fs00521-004-0413-4#page-1

A divide and conquer method using network ensemble: http://link.springer.com/article/10.1007%2Fs10044-002-0174-6#page-1 

Very basic and fundamentals about NN, you can refer to this book 

Hagan, M.T., Demuth, H.B., Beale, M.H.: Neural Network Design. PWS (1996) 

I dont you which level you are in? plz refer that book and link with NN toolbox in MATLAB, it is very useful 

dear Soheila take a look at this paper, it may be useful to you

https://www.academia.edu/6470772/V1_Reliable_Object_Recognition_by_Using_Cooperative_Neural_Agents

Hello .

Thanks a lot All ...

here it is

MATLAB codes for ANN using PSO is available in the paper share in the link below:

http://dx.doi.org/10.13140/RG.2.1.2579.3524