| P. Harrald and M. Kamstra, "Evolving Artificial Neural Networks to Combine Financial Forecasts," IEEE Transactions on Evolutionary Computation, vol. 1, no. 1, 1997. |
....final set of archived Pareto optimal members, F T, should provide an estimate of the trade off of the risk return defined by the generating process and trading strategy. Financial forecasting (modelling the generating process of a financial time series, or process) is a popular application of NNs [1, 3, 18, 20, 23, 24, 28, 34, 39, 40, 43, 44, 47, 54]. However, in a number of studies misleading claims are made (or inferred) with regards to the actually efficiency of the models presented. Typically the accuracy of a model is described for some data set (usually in terms of Euclidean error) and an estimate of the profit generated 13 by using ....
P. Harrald and M. Kamstra. Evolving Artificial Neural Networks to Combine Financial Forecasts. IEEE Transactions on Evolutionary Computation, 1(1), 1997.
....[276, 282, 355, 698, 943] IEEE Expert (USA) 489] IEEE Potentials, 699] IEEE Trans. Ind. Appl. USA) 564] IEEE Transaction on Neural Networks, 576] IEEE Transactions on Circuits and Systems I, Fundamental Theory and Applications, 647] IEEE Transactions on Evolutionary Computing, [504] IEEE Transactions on Fuzzy Systems, 275, 451, 486] IEEE Transactions on Industrial Electronics, 483] IEEE Transactions on Neural Networks, 45, 60, 117, 135, 232, 280, 376, 379, 418, 419, 426, 635, 688] IEEE Transactions on Pattern Analysis and Machine Intelligence, 389] IEEE ....
....Hanebeck, Uwe D. 345] Hansen, J. V. 346] Hansen, Kim Kortermand, 40] Hansen, L. K. 274] Hanson, Thomas, 947, 952] Happel, B. L. M. 726] Happel, Bart L. M. 41] Harget, A. 456] Haring, S. 503] Harp, Steven Alex, 727, 728, 729, 730, 731, 732, 733, 734] Harrald, P. G. [504] Harrington, Robert J. 428] Harrison, G. 505] Harrison, Leonard, 588] Harrison, R. F. 817] Hart, William Eugene, 42] Hartfelder, Michael, 695] Hartmann, Uwe, 941] Harvey, Inman, 112, 181, 735, 736, 737, 738, 739, 740, 741, 742, 743, 744, 745, 746, 747, 748, 749, 750, 751, 752, ....
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P. G. Harrald and M. Kamstra. Evolving artificial neural networks to combine financial forecasts. IEEE Transactions on Evolutionary Computing, 1(1):40--52, 1997. y(CCA67540/97) ga97aHarrald.
....Hence, combining different individuals in the population to form an integrated system is expected to produce better results. Such a population of ANNs is called an ANN ensemble in this section. There have been some very successful experiments which show that EAs can be used to evolve ANN ensembles [192, 193, 302, 303, 304, 305]. 5.4 Others There are some other novel combinations between ANNs and EAs. For example, Zitar and Hassoun [306] used EAs to extract rules in a reinforcement learning system and then used them to train ANNs. Sziranyi [99] and Pal and Bhandari [98] used EAs to tune circuit parameters and templates ....
P. G. Harrald and M. Kamstra, "Evolving artificial neural networks to combine financial forecasts," IEEE Transactions on Evolutionary Computation, vol. 1, pp. 40--51, April 1997.
.... (EP) has been successfully applied in the design and optimization of neural networks for applications requiring nonlinear transformations for control (Saravanan and Fogel, 1994) time series prediction (Yao and Liu, 1995) and many other applications (Saravanan and Fogel, 1995; Fogel et al. 1997; Harrald and Kamstra, 1997; Heimes et al. 1997) In this study, feedforward neural networks with one hidden layer were considered. The output layer consisted of a single node that performed a linear combination of the inputs from the hidden layer to generate the output. Such two layered neural network transformations can ....
Harrald PG, Kamstra M (1997), "Evolving artificial neural networks to combine financial forecasts, " IEEE Transactions on Evolutionary Computation, vol.1, no.1, pp. 40-52, April.
No context found.
P. Harrald and M. Kamstra, "Evolving Artificial Neural Networks to Combine Financial Forecasts," IEEE Transactions on Evolutionary Computation, vol. 1, no. 1, 1997.
No context found.
P. G. Harrald and M. Kamstra, "Evolving artificial neural networks to combine financial forecasts," IEEE Trans. Evolutionary Computation, vol. 1, pp. 40--51, Apr. 1997.
No context found.
Harrald, P. G. and M. Kamstra (1997), "Evolving Artificial Neural Networks to Combine Financial Forecasts," IEEE Transactions on Evolutionary Computation, Vol. 1, No. 1, pp. 40-52.
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