Principles of Neural Model Identification, Selection and Adequacy

Principles of Neural Model Identification, Selection and Adequacy

Author: Achilleas Zapranis

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 194

ISBN-13: 1447105591

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Neural networks have had considerable success in a variety of disciplines including engineering, control, and financial modelling. However a major weakness is the lack of established procedures for testing mis-specified models and the statistical significance of the various parameters which have been estimated. This is particularly important in the majority of financial applications where the data generating processes are dominantly stochastic and only partially deterministic. Based on the latest, most significant developments in estimation theory, model selection and the theory of mis-specified models, this volume develops neural networks into an advanced financial econometrics tool for non-parametric modelling. It provides the theoretical framework required, and displays the efficient use of neural networks for modelling complex financial phenomena. Unlike most other books in this area, this one treats neural networks as statistical devices for non-linear, non-parametric regression analysis.


Computational Methods in Neural Modeling

Computational Methods in Neural Modeling

Author: José Mira

Publisher: Springer Science & Business Media

Published: 2003-05-22

Total Pages: 781

ISBN-13: 3540402101

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The two-volume set LNCS 2686 and LNCS 2687 constitute the refereed proceedings of the 7th International Work-Conference on Artificial and Natural Neural Networks, IWANN 2003, held in Maó, Menorca, Spain in June 2003. The 197 revised papers presented were carefully reviewed and selected for inclusion in the book and address the following topics: mathematical and computational methods in neural modelling, neurophysiological data analysis and modelling, structural and functional models of neurons, learning and other plasticity phenomena, complex systems dynamics, cognitive processes and artificial intelligence, methodologies for net design, bio-inspired systems and engineering, and applications in a broad variety of fields.


Advances in Artificial Intelligence - IBERAMIA 2002

Advances in Artificial Intelligence - IBERAMIA 2002

Author: Francisco J. Garijo

Publisher: Springer

Published: 2003-06-30

Total Pages: 974

ISBN-13: 3540361316

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The 8th Ibero-American Conference on Artificial Intelligence, IBERAMIA 2002, took place in Spain for the second time in 14 years; the first conference was organized in Barcelona in January 1988. The city of Seville hosted this 8th conference, giving the participants the opportunity of enjoying the richness of its historical and cultural atmosphere. Looking back over these 14 years, key aspects of the conference, such as its structure, organization, the quantity and quality of submissions, the publication policy, and the number of attendants, have significantly changed. Some data taken from IBERAMIA’88 and IBERAMIA 2002 may help to illustrate these changes. IBERAMIA’88 was planned as an initiative of three Ibero-American AI associations: the Spanish Association for AI (AEPIA), the Mexican Association for AI (SMIA), and the Portuguese Association for AI (APIA). The conference was organized by the AEPIA staff, including the AEPIA president, José Cuena, the secretary, Felisa Verdejo, and other members of the AEPIA board. The proceedings of IBERAMIA’88 contain 22 full papers grouped into six areas: knowledge representation and reasoning, learning, AI tools, expert systems, language, and vision. Papers were written in the native languages of the participants: Spanish, Portuguese, and Catalan. Twenty extended abstracts describing ongoing projects were also included in the proceedings.


Connectionist Models of Learning, Development and Evolution

Connectionist Models of Learning, Development and Evolution

Author: Robert M. French

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 327

ISBN-13: 1447102819

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Connectionist Models of Learning, Development and Evolution comprises a selection of papers presented at the Sixth Neural Computation and Psychology Workshop - the only international workshop devoted to connectionist models of psychological phenomena. With a main theme of neural network modelling in the areas of evolution, learning, and development, the papers are organized into six sections: The neural basis of cognition Development and category learning Implicit learning Social cognition Evolution Semantics Covering artificial intelligence, mathematics, psychology, neurobiology, and philosophy, it will be an invaluable reference work for researchers and students working on connectionist modelling in computer science and psychology, or in any area related to cognitive science.


Agent-Based Computational Economics

Agent-Based Computational Economics

Author: Shu-Heng Chen

Publisher: Routledge

Published: 2017-09-19

Total Pages: 543

ISBN-13: 1317560922

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This book aims to answer two questions that are fundamental to the study of agent-based economic models: what is agent-based computational economics and why do we need agent-based economic modelling of economy? This book provides a review of the development of agent-based computational economics (ACE) from a perspective on how artificial economic agents are designed under the influences of complex sciences, experimental economics, artificial intelligence, evolutionary biology, psychology, anthropology and neuroscience. This book begins with a historical review of ACE by tracing its origins. From a modelling viewpoint, ACE brings truly decentralized procedures into market analysis, from a single market to the whole economy. This book also reviews how experimental economics and artificial intelligence have shaped the development of ACE. For the former, the book discusses how ACE models can be used to analyse the economic consequences of cognitive capacity, personality and cultural inheritance. For the latter, the book covers the various tools used to construct artificial adaptive agents, including reinforcement learning, fuzzy decision rules, neural networks, and evolutionary computation. This book will be of interest to graduate students researching computational economics, experimental economics, behavioural economics, and research methodology.


Neural Networks and the Financial Markets

Neural Networks and the Financial Markets

Author: Jimmy Shadbolt

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 266

ISBN-13: 1447101510

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This volume looks at financial prediction from a broad range of perspectives. It covers: - the economic arguments - the practicalities of the markets - how predictions are used - how predictions are made - how predictions are turned into something usable (asset locations) It combines a discussion of standard theory with state-of-the-art material on a wide range of information processing techniques as applied to cutting-edge financial problems. All the techniques are demonstrated with real examples using actual market data, and show that it is possible to extract information from very noisy, sparse data sets. Aimed primarily at researchers in financial prediction, time series analysis and information processing, this book will also be of interest to quantitative fund managers and other professionals involved in financial prediction.


Computational Intelligence in Economics and Finance

Computational Intelligence in Economics and Finance

Author: Paul P. Wang

Publisher: Springer Science & Business Media

Published: 2013-03-09

Total Pages: 489

ISBN-13: 3662063735

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Due to the ability to handle specific characteristics of economics and finance forecasting problems like e.g. non-linear relationships, behavioral changes, or knowledge-based domain segmentation, we have recently witnessed a phenomenal growth of the application of computational intelligence methodologies in this field. In this volume, Chen and Wang collected not just works on traditional computational intelligence approaches like fuzzy logic, neural networks, and genetic algorithms, but also examples for more recent technologies like e.g. rough sets, support vector machines, wavelets, or ant algorithms. After an introductory chapter with a structural description of all the methodologies, the subsequent parts describe novel applications of these to typical economics and finance problems like business forecasting, currency crisis discrimination, foreign exchange markets, or stock markets behavior.


Self-Organising Neural Networks

Self-Organising Neural Networks

Author: Mark Girolami

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 276

ISBN-13: 1447108256

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The conception of fresh ideas and the development of new techniques for Blind Source Separation and Independent Component Analysis have been rapid in recent years. It is also encouraging, from the perspective of the many scientists involved in this fascinating area of research, to witness the growing list of successful applications of these methods to a diverse range of practical everyday problems. This growth has been due, in part, to the number of promising young and enthusiastic researchers who have committed their efforts to expanding the current body of knowledge within this field of research. The author of this book is among one of their number. I trust that the present book by Dr. Mark Girolami will provide a rapid and effective means of communicating some of these new ideas to a wide international audience and that in turn this will expand further the growth of knowledge. In my opinion this book makes an important contribution to the theory of Independent Component Analysis and Blind Source Separation. This opens a range of exciting methods, techniques and algorithms for applied researchers and practitioner engineers, especially from the perspective of artificial neural networks and information theory. It has been interesting to see how rapidly the scientific literature in this area has grown.