A reliability-based RBF network ensemble model for foreign exchange rates predication

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	A reliability-based RBF network ensemble model for foreign exchange rates predication
	Yu, Lean ; Huang, Wei ; Lai, Kin Keung ; Wang, Shouyang
	2006
发表期刊	NEURAL INFORMATION PROCESSING, PT 3, PROCEEDINGS
ISSN	0302-9743
卷号	4234 页码:380-389
摘要	In this study, a reliability-based RBF neural network ensemble forecasting model is proposed to overcome the shortcomings of the existing neural ensemble methods and ameliorate forecasting performance. In this model, the ensemble weights are determined by the reliability measure of RBF network output. For testing purposes, we compare the new ensemble model's performance with some existing network ensemble approaches in terms of three exchange rates series. Experimental results reveal that the prediction using the proposed approach is consistently better than those obtained using the other methods presented in this study in terms of the same measurements.
语种	英语
WOS研究方向	Computer Science
WOS类目	Computer Science, Artificial Intelligence ; Computer Science, Hardware & Architecture ; Computer Science, Interdisciplinary Applications ; Computer Science, Theory & Methods
WOS记录号	WOS:000241759000043
出版者	SPRINGER-VERLAG BERLIN
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3351
专题	系统科学研究所
通讯作者	Yu, Lean
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100080, Peoples R China 2.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China 3.Huazhong Univ Sci & Technol, Sch Management, Wuhan 430074, Peoples R China 4.Hunan Univ, Coll Business Adm, Changsha 410082, Peoples R China
推荐引用方式 GB/T 7714	Yu, Lean,Huang, Wei,Lai, Kin Keung,et al. A reliability-based RBF network ensemble model for foreign exchange rates predication[J]. NEURAL INFORMATION PROCESSING, PT 3, PROCEEDINGS,2006,4234:380-389.
APA	Yu, Lean,Huang, Wei,Lai, Kin Keung,&Wang, Shouyang.(2006).A reliability-based RBF network ensemble model for foreign exchange rates predication.NEURAL INFORMATION PROCESSING, PT 3, PROCEEDINGS,4234,380-389.
MLA	Yu, Lean,et al."A reliability-based RBF network ensemble model for foreign exchange rates predication".NEURAL INFORMATION PROCESSING, PT 3, PROCEEDINGS 4234(2006):380-389.