Principles of Neural Model Identification, Selection and Adequacy PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Principles of Neural Model Identification, Selection and Adequacy PDF full book. Access full book title Principles of Neural Model Identification, Selection and Adequacy by Achilleas Zapranis. Download full books in PDF and EPUB format.
Author: Achilleas Zapranis
Publisher: Springer Science & Business Media
ISBN: 1447105591
Category : Computers
Languages : en
Pages : 194
Get Book Here
Book Description
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.
Author: Achilleas Zapranis
Publisher: Springer Science & Business Media
ISBN: 1447105591
Category : Computers
Languages : en
Pages : 194
Get Book Here
Book Description
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.
Author: José Mira
Publisher: Springer Science & Business Media
ISBN: 3540402101
Category : Computers
Languages : en
Pages : 781
Get Book Here
Book Description
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.
Author: Walter Freeman
Publisher: Springer Science & Business Media
ISBN: 1447103718
Category : Medical
Languages : en
Pages : 395
Get Book Here
Book Description
Cortical evoked potentials are of interest primarily as tests of changing neuronal excitabilities accompanying normal brain function. The first three steps in the anal ysis of these complex waveforms are proper placement of electrodes for recording, the proper choice of electrical or sensory stimulus parameters, and the establish ment of behavioral control. The fourth is development of techniques for reliable measurement. Measurement consists of comparison of an unknown entity with a set of standard scales or dimensions having numerical attributes in preassigned degree. A physical object can be described by the dimensions of size, mass, density, etc. In addition there are dimensions such as location, velocity, weight, hardness, etc. Some of these dimensions can be complex (e. g. size depends on three or more subsidiary coordi nates), and some can be interdependent or nonorthogonal (e. g. specification of size and mass may determine density). In each dimension the unit is defined with refer ence to a standard physical entity, e. g. a unit of mass or length, and the result of measurement is expressed as an equivalence between the unknown and the sum of a specified number of units of that entity. The dimensions of a complex waveform are elementary waveforms from which that waveform can be built by simple addition. Any finite single-valued function of time is admissible. They are called basis functions (lO, 15), and they can be expressed in numeric as well as geometric form.
Author: Roberto Tagliaferri
Publisher: Springer Science & Business Media
ISBN: 1447102193
Category : Computers
Languages : en
Pages : 336
Get Book Here
Book Description
This volume contains the proceedings of the 12th Italian Workshop on Neural Nets WIRN VIETRI-Ol, jointly organized by the International Institute for Advanced Scientific Studies "Eduardo R. Caianiello" (IIASS), the Societa Italiana Reti Neuroniche (SIREN), the IEEE NNC Italian RIG and the Italian SIG of the INNS. Following the tradition of previous years, we invited three foreign scientists to the workshop, Dr. G. Indiveri and Professors A. Roy and R. Sun, who respectively presented the lectures "Computation in Neuromorphic Analog VLSI Systems", "On Connectionism and Rule Extraction", "Beyond Simple Rule Extraction: Acquiring Planning Knowledge from Neural Networks" (the last two papers being part of the special session mentioned below). In addition, a review talk was presented, dealing with a very up-to-date topic: "NeuroJuzzy Approximator based on Mamdani's Model". A large part of the book contains original contributions approved by referees as oral or poster presentations, which have been assembled for reading convenience into three sections: Architectures and Algorithms, Image and Signal Processing, and Applications. The last part of the books contains the papers of the special Session "From Synapses to Rules". Our thanks go to Prof. B. Apolloni, who organized this section. Furthermore, two sections are dedicated to the memory of two great scientists who were friends in life, Professors Mark Aizerman and Eduardo R. Caianiello. The editors would like to thank the invited speakers, the review lecturers and all the contributors whose highly qualified papers helped with the success of the workshop.
Author: Antonis Alexandridis K.
Publisher: Springer Science & Business Media
ISBN: 1461460719
Category : Business & Economics
Languages : en
Pages : 310
Get Book Here
Book Description
Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk management strategy to minimize risk associated with adverse or unexpected weather conditions. Just as traditional contingent claims, a weather derivative has an underlying measure, such as: rainfall, wind, snow or temperature. Nearly $1 trillion of the U.S. economy is directly exposed to weather-related risk. More precisely, almost 30% of the U.S. economy and 70% of U.S. companies are affected by weather. The purpose of this monograph is to conduct an in-depth analysis of financial products that are traded in the weather market. Presenting a pricing and modeling approach for weather derivatives written on various underlying weather variables will help students, researchers, and industry professionals accurately price weather derivatives, and will provide strategies for effectively hedging against weather-related risk. This book will link the mathematical aspects of the modeling procedure of weather variables to the financial markets and the pricing of weather derivatives. Very little has been published in the area of weather risk, and this volume will appeal to graduate-level students and researchers studying financial mathematics, risk management, or energy finance, in addition to investors and professionals within the financial services industry.
Author: Nikolay Nikolaev
Publisher: Springer Science & Business Media
ISBN: 0387312404
Category : Computers
Languages : en
Pages : 329
Get Book Here
Book Description
This book delivers theoretical and practical knowledge for developing algorithms that infer linear and non-linear multivariate models, providing a methodology for inductive learning of polynomial neural network models (PNN) from data. The text emphasizes an organized model identification process by which to discover models that generalize and predict well. The book further facilitates the discovery of polynomial models for time-series prediction.
Author: Antonios K. Alexandridis
Publisher: John Wiley & Sons
ISBN: 1118596293
Category : Mathematics
Languages : en
Pages : 262
Get Book Here
Book Description
A step-by-step introduction to modeling, training, and forecasting using wavelet networks Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification presents the statistical model identification framework that is needed to successfully apply wavelet networks as well as extensive comparisons of alternate methods. Providing a concise and rigorous treatment for constructing optimal wavelet networks, the book links mathematical aspects of wavelet network construction to statistical modeling and forecasting applications in areas such as finance, chaos, and classification. The authors ensure that readers obtain a complete understanding of model identification by providing in-depth coverage of both model selection and variable significance testing. Featuring an accessible approach with introductory coverage of the basic principles of wavelet analysis, Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification also includes: • Methods that can be easily implemented or adapted by researchers, academics, and professionals in identification and modeling for complex nonlinear systems and artificial intelligence • Multiple examples and thoroughly explained procedures with numerous applications ranging from financial modeling and financial engineering, time series prediction and construction of confidence and prediction intervals, and classification and chaotic time series prediction • An extensive introduction to neural networks that begins with regression models and builds to more complex frameworks • Coverage of both the variable selection algorithm and the model selection algorithm for wavelet networks in addition to methods for constructing confidence and prediction intervals Ideal as a textbook for MBA and graduate-level courses in applied neural network modeling, artificial intelligence, advanced data analysis, time series, and forecasting in financial engineering, the book is also useful as a supplement for courses in informatics, identification and modeling for complex nonlinear systems, and computational finance. In addition, the book serves as a valuable reference for researchers and practitioners in the fields of mathematical modeling, engineering, artificial intelligence, decision science, neural networks, and finance and economics.
Author: Maria Marinaro
Publisher: Springer Science & Business Media
ISBN: 1447108779
Category : Computers
Languages : en
Pages : 429
Get Book Here
Book Description
From its early beginnings in the fifties and sixties, the field of neural networks has been steadily developing to become one of the most interdisciplinary areas of research within computer science. This volume contains a selection of papers from WIRN Vietri-99, the 11th Italian Workshop on Neural Nets. This annual event, sponsored, amongst others, by the IEEE Neural Networks Council and the INNS/SIG Italy, brings together the best of research from all over the world. The papers cover a range of topics within neural networks, including pattern recognition, signal and image processing, mathematical models, neuro-fuzzy models and economics applications.
Author: Artur S. d'Avila Garcez
Publisher: Springer Science & Business Media
ISBN: 1447102118
Category : Computers
Languages : en
Pages : 276
Get Book Here
Book Description
Artificial Intelligence is concerned with producing devices that help or replace human beings in their daily activities. Neural-symbolic learning systems play a central role in this task by combining, and trying to benefit from, the advantages of both the neural and symbolic paradigms of artificial intelligence. This book provides a comprehensive introduction to the field of neural-symbolic learning systems, and an invaluable overview of the latest research issues in this area. It is divided into three sections, covering the main topics of neural-symbolic integration - theoretical advances in knowledge representation and learning, knowledge extraction from trained neural networks, and inconsistency handling in neural-symbolic systems. Each section provides a balance of theory and practice, giving the results of applications using real-world problems in areas such as DNA sequence analysis, power systems fault diagnosis, and software requirements specifications. Neural-Symbolic Learning Systems will be invaluable reading for researchers and graduate students in Engineering, Computing Science, Artificial Intelligence, Machine Learning and Neurocomputing. It will also be of interest to Intelligent Systems practitioners and anyone interested in applications of hybrid artificial intelligence systems.
Author: Jimmy Shadbolt
Publisher: Springer Science & Business Media
ISBN: 1447101510
Category : Computers
Languages : en
Pages : 266
Get Book Here
Book Description
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.
