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Elliott waves classification by means of neural and pseudo neural networks

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28140%2F18%3A63520652" target="_blank" >RIV/70883521:28140/18:63520652 - isvavai.cz</a>

  • Alternative codes found

    RIV/70883521:28140/16:43875582 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>

Alternative languages

  • 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

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Result continuities

  • Project

    <a href="/en/project/GA15-06700S" target="_blank" >GA15-06700S: Unconventional Control of Complex Systems</a><br>

  • Continuities

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

Others

  • Publication year

    2018

  • Confidentiality

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

Data specific for result type

  • Name of the periodical

    Soft computing

  • ISSN

    1432-7643

  • e-ISSN

  • Volume of the periodical

    22

  • Issue of the periodical within the volume

    6

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    11

  • Pages from-to

    1803-1813

  • UT code for WoS article

    000426761200007

  • EID of the result in the Scopus database

    2-s2.0-84960157449