An entropy-LVQ system for S&P500 downward shifts forecasting
نویسندگان
چکیده
منابع مشابه
An entropy-LVQ system for S&P500 downward shifts forecasting
Article history: Received July 20, 2011 Accepted 7 October 2011 Available online 8 October 2011 The purpose of this paper is to predict the S&P500 down moves with technical analysis indicators using learning vector quantization (LVQ) neural networks and probabilistic neural networks (PNN). In addition, entropy-based input selection technique is employed to improve the prediction accuracies. The...
متن کاملRobot Speech Learning via Entropy Guided LVQ and Memory Association
The goal of this project is to teach a computer-robot system to understand human speech through natural humancomputer interaction. To achieve this goal, we develop an interactive and incremental learning algorithm based on entropy-guided LVQ and memory association. Supported by this algorithm, the robot has the potential to learn unlimited sounds progressively. Experimental results of a multili...
متن کاملForecasting with Entropy
The paper describes an alternative approach to forecasting financial time series based on entropy (C. A. Zapart, On entropy, financial markets and minority games, Physica A: Statistical Mechanics and its Applications, 388 (7) 2009, pages 1157-1172). The research builds upon an earlier statistical analysis of financial time series with Shannon information entropy, published in (Molgedey, L and E...
متن کاملAn integrated agrometeorological forecasting system for Bulgaria
This paper reviews a National Agrometeorological Data Management and Forecasting System. Its development started in 1990 in Bulgaria under the sponsorship of the National Science Foundation. The main system components, such as data collection, data codification and de-codification, data transfer, data management, interpretation, integration of heterogeneous data, and output products are briefly...
متن کاملAn Automated Hybrid CBR System for Forecasting
A hybrid neuro-symbolic problem solving model is presented in which the aim is to forecast parameters of a complex and dynamic environment in an unsupervised way. In situations in which the rules that determine a system are unknown, the prediction of the parameter values that determine the characteristic behaviour of the system can be a problematic task. The proposed system employs a case-based...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Management Science Letters
سال: 2012
ISSN: 1923-9335,1923-9343
DOI: 10.5267/j.msl.2011.10.006