使用委员会机器方法预测外汇

O. Nikonov, M. Medvedeva, F. Chernavin
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引用次数: 7

摘要

本文考虑了神经网络的一种特殊情况——委员会方法。该方法最早由Ablow, C. M. and Kaylor, D. J[1]提出。随后,俄罗斯科学院数学与力学研究所叶卡捷琳堡模式识别学院对委员会机方法进行了进一步的发展。目前的委员会机器结构理论是基于马祖罗夫,Vl。D., M. Yu。[2],[3]。在本文中,我们描述了广义p-委员会构造及其在两种可能解的最简单情况下的应用:一种货币到另一种货币的过程要么增长,要么下降。用委员会机方法研究了外汇市场上欧元对美元汇率的预测问题。目标是确定10分钟间隔范围内的航向。论文[4]还考虑了与委员会方法相关的另一个问题。
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Using the Committee Machine Method to Forecasting on the FOREX
In the paper we consider a particular case of a neural network - a committee method. The described approach was first introduced in the paper by Ablow, C. M. and Kaylor, D. J [1]. Then further development of the committee machine methods have been carried out by Yekaterinburg pattern recognition school in the Institute of Mathematics and Mechanics, Russian Academy of Sciences. Nowadays theory of committee machine structures is based on results of Mazurov, Vl. D. and Hachay M. Yu. [2],[3]. In the presentation we describe the generalized p-committee construction and its application to the simplest case with two possible solutions: the course of one currency to another either grows, or falls. The problem of forecasting EUR/USD exchange rate on FOREX is studied by committee machine methods. Objective is to determine a direction of the course in 10 min. interval range. Another issues related to committee methods are considered in the paper [4].
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