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An agent-based method for predicting monthly maximum & minimum quote prices

Mazyar, H, Mahdaviani, K, Majidi, S and Saraee, M 2007, An agent-based method for predicting monthly maximum & minimum quote prices , in: IDMC'07, 20-21 November 2007, Tehran, Iran.

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    Abstract

    In this paper a multi agent model for predicting monthly maximum and minimum quote prices has been proposed. This model is based on the training of Elman neural networks and using particle swarm optimization for obtaining the best parameters of the neural networks. Also one method for reducing the effects of overfitting problem is suggested. This method averages the outputs of an ensemble network, given noisy data as inout, to predict the final results.. Finally the results

    Item Type: Conference or Workshop Item (Paper)
    Themes: Media, Digital Technology and the Creative Economy
    Schools: Colleges and Schools > College of Science & Technology > School of Computing, Science and Engineering > Data Mining and Pattern Recognition Research Centre
    Journal or Publication Title: Proceedings of IDMC'07
    Refereed: Yes
    Depositing User: Dr Mo Saraee
    Date Deposited: 09 Nov 2011 12:52
    Last Modified: 20 Aug 2013 18:17
    URI: http://usir.salford.ac.uk/id/eprint/18933

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