• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文会议>PRICAI'98 : Topics in artificial intelligence >A Mixture of Global and Local Gated Experts for the Prediction of High Frequency Foreign Exchange Rates
【24h】

A Mixture of Global and Local Gated Experts for the Prediction of High Frequency Foreign Exchange Rates

机译：预测高频外汇汇率的全球和本地专家的混合物

获取原文
获取原文并翻译 | 示例
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

This paper presents a new mixture of experts neural network architecture for the prediction of the US Dollar Swiss Franc exchange rate. This architecture achieves improved prediction results on noisy and non-stationary data. In contrast to previous efforts the current system was designed with a particular emphasis on solving the problems of local overfitting & underfitting caused by non-stationarity and noise in the data. The cascade correlation constructive neural network training algorithm was used for the fast training of near optimal complexity global & local experts. The Kohonen Self Organizing Map was used to find regions of the data on which to train local experts. Improved results were obtained by using a combination of the outputs of the global & local experts.
机译：本文提出了一种新的专家神经网络架构，用于预测美元，瑞士法郎汇率。这种体系结构可提高对嘈杂和非平稳数据的预测结果。与以前的努力相反，当前系统的设计重点是解决由数据的非平稳性和噪声引起的局部过拟合和欠拟合问题。级联相关的建设性神经网络训练算法被用于快速优化复杂度最高的全球和本地专家。 Kohonen自组织图用于查找数据区域以培训本地专家。通过结合使用全球和本地专家的输出获得改进的结果。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号