[go: up one dir, main page]

Dash, 2018 - Google Patents

Performance analysis of a higher order neural network with an improved shuffled frog leaping algorithm for currency exchange rate prediction

Dash, 2018

Document ID
11615171209959107400
Author
Dash R
Publication year
Publication venue
Applied Soft Computing

External Links

Snippet

Accurate and unbiased prediction of future currency exchange rate is always a potential field of research in domain of financial time series analysis. In this paper, an attempt is urged to examine the predictability of a higher order neural network called Pi-Sigma network for …
Continue reading at www.sciencedirect.com (other versions)

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/02—Computer systems based on biological models using neural network models
    • G06N3/04—Architectures, e.g. interconnection topology
    • G06N3/0472—Architectures, e.g. interconnection topology using probabilistic elements, e.g. p-rams, stochastic processors
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/02—Computer systems based on biological models using neural network models
    • G06N3/08—Learning methods
    • G06N3/082—Learning methods modifying the architecture, e.g. adding or deleting nodes or connections, pruning
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N99/00—Subject matter not provided for in other groups of this subclass
    • G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/12—Computer systems based on biological models using genetic models
    • G06N3/126—Genetic algorithms, i.e. information processing using digital simulations of the genetic system
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N5/00—Computer systems utilising knowledge based models
    • G06N5/04—Inference methods or devices
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N5/00—Computer systems utilising knowledge based models
    • G06N5/02—Knowledge representation
    • G06N5/022—Knowledge engineering, knowledge acquisition
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/50—Computer-aided design
    • G06F17/5009—Computer-aided design using simulation
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/04—Forecasting or optimisation, e.g. linear programming, "travelling salesman problem" or "cutting stock problem"
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N7/00—Computer systems based on specific mathematical models
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F15/00—Digital computers in general; Data processing equipment in general
    • G06F15/18—Digital computers in general; Data processing equipment in general in which a programme is changed according to experience gained by the computer itself during a complete run; Learning machines
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F19/00—Digital computing or data processing equipment or methods, specially adapted for specific applications
    • G06F19/10—Bioinformatics, i.e. methods or systems for genetic or protein-related data processing in computational molecular biology

Similar Documents

Publication Publication Date Title
Dash Performance analysis of a higher order neural network with an improved shuffled frog leaping algorithm for currency exchange rate prediction
Göçken et al. Integrating metaheuristics and artificial neural networks for improved stock price prediction
Dash et al. A hybrid stock trading framework integrating technical analysis with machine learning techniques
Yu et al. A neural-network-based nonlinear metamodeling approach to financial time series forecasting
Marinakis et al. Ant colony and particle swarm optimization for financial classification problems
Erdal et al. Bagging ensemble models for bank profitability: An emprical research on Turkish development and investment banks
Zhu et al. Coke price prediction approach based on dense GRU and opposition-based learning salp swarm algorithm
Dash An improved shuffled frog leaping algorithm based evolutionary framework for currency exchange rate prediction
CN109118013A (en) A kind of management data prediction technique, readable storage medium storing program for executing and forecasting system neural network based
Dash et al. MDHS–LPNN: a hybrid FOREX predictor model using a Legendre polynomial neural network with a modified differential harmony search technique
Dash Performance analysis of an evolutionary recurrent Legendre Polynomial Neural Network in application to FOREX prediction
Wang et al. The influence of international oil prices on the exchange rates of oil exporting countries: Based on the hybrid copula function
Mahmoodi et al. A developed stock price forecasting model using support vector machine combined with metaheuristic algorithms
Yang et al. Improved and optimized recurrent neural network based on PSO and its application in stock price prediction
Dash et al. Utility of a Shuffled Differential Evolution algorithm in designing of a Pi-Sigma Neural Network based predictor model
Zhao et al. Super learner ensemble model: A novel approach for predicting monthly copper price in future
Mohanty et al. A flower pollination algorithm based Chebyshev polynomial neural network for net asset value prediction
Dai A method of forecasting trade export volume based on back-propagation neural network
Huang et al. A novel stock trading utilizing long short term memory prediction and evolutionary operating-weights strategy
Boateng et al. Predicting building-related carbon emissions: A test of machine learning models
Anish et al. Development and evaluation of novel forecasting adaptive ensemble model
Chirita et al. Usefulness of artificial neural networks for predicting financial and economic crisis
Samarawickrama et al. Multi-step-ahead prediction of exchange rates using artificial neural networks: a study on selected sri lankan foreign exchange rates
Chen et al. Integrating piecewise linear representation and deep learning for trading signals forecasting
Pillay et al. Stock price forecasting using symbiotic organisms search trained neural networks