Elliott waves classification by means of neural and pseudo neural networks

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28140%2F16%3A43875582" target="_blank" >RIV/70883521:28140/16:43875582 - isvavai.cz</a>

Alternative codes found

RIV/70883521:28140/18:63520652 RIV/61988987:17310/18:A1901TN2

Result on the web

<a href="http://link.springer.com/article/10.1007/s00500-016-2097-y" target="_blank" >http://link.springer.com/article/10.1007/s00500-016-2097-y</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s00500-016-2097-y" target="_blank" >10.1007/s00500-016-2097-y</a>

Result language

angličtina

Original language name

Elliott waves classification by means of neural and pseudo neural networks

Original language description

This article presents a comparative study of the classification of Elliott waves in data. Regarding the methods of classification, the paper deals with three approaches. The first one is a multilayer artificial neural network (ANN) with sigmoid activation function and backpropagation and Levenberg-Marquardt training algorithm. Second approach uses training algorithms of ANN but forms of activation functions of hidden nodes and nodes in output layers have been proposed by analytical programming with the differential evolution. The last approach offers results performed by synthesized pseudo neural networks where the symbolic regression is used for synthesis of a whole structure of the classifier, i.e., the relation between inputs and output(s) similar to ANN. In this case, meta-evolution version of analytic programming with differential evolution is used. In conclusion, all results of this experimental study were evaluated and compared mutually.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

IN - Informatics

OECD FORD branch

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Project

Result was created during the realization of more than one project. More information in the Projects tab.

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2016

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Soft computing

ISSN

1432-7643

e-ISSN

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Volume of the periodical

"Neuveden"

Issue of the periodical within the volume

"Neuveden"

Country of publishing house

US - UNITED STATES

Number of pages

11

Pages from-to

1-11

UT code for WoS article

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EID of the result in the Scopus database

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