Using the Committee Machine Method to Forecasting on the FOREX

被引：6

作者：

Nikonov, Oleg I. ^{[1
,2
]}

Medvedeva, Marina A. ^{[1
]}

Chernavin, Fedor P. ^{[1
]}

Nikonov, Oleg I. ^{[1
,2
]}

机构：

[1] Ural Fed Univ, Dept Syst Anal & Decis Making, Ekaterinburg, Russia

[2] Russian Acad Sci, Dept Optimal Control, Inst Math & Mech, Ural Branch, Ekaterinburg, Russia

来源：

2015 Second International Conference on Mathematics and Computers in Sciences and in Industry (MCSI) | 2015年

关键词：

Committee machine method; forecasting; FOREX; binary options;

D O I：

10.1109/MCSI.2015.59

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

In the paper we consider a particular case of a neural network - a committee method. The described approach was first introduced in the paper by Ablow, C. M. and Kaylor, D. J [1]. Then further development of the committee machine methods have been carried out by Yekaterinburg pattern recognition school in the Institute of Mathematics and Mechanics, Russian Academy of Sciences. Nowadays theory of committee machine structures is based on results of Mazurov, Vl.D. and Hachay M.Yu. [2],[3]. In the presentation we describe the generalized pcommittee construction and its application to the simplest case with two possible solutions: the course of one currency to another either grows, or falls. The problem of forecasting EUR/USD exchange rate on FOREX is studied by committee machine methods. Objective is to determine a direction of the course in 10 min. interval range. Another issues related to committee methods are considered in the paper [4].

引用

页码：240 / 243

页数：4

共 7 条

[1] INCONSISTENT HOMOGENEOUS LINEAR INEQUALITIES [J].

ABLOW, CM ;

KAYLOR, DJ .

BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1965, 71 (05) :724-&

[2]

Barzegar R., 2015, STOCH ENV RES RISK A, V1, P351

[3]

Karaduzovic-Hadziabdica K., 2014, P 9 INT C APPL INF E, V1, P351

[4]

Mazurov V.D., 1990, COMMITTEE MACHINE ME

[5]

Mazurov Vl. D., 2003, SAMPLING ANAL OPERAT, V10, P56

[6]

Nikonov O.I., 2014, MONEY CREDIT, P52

[7]

Rustempasic I., 2013, Southeast Europe Journal of Soft Computing, V2, P102

← 1 →