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SESL Meeting / Presentation April 2003 Takenori Kamo.

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Presentation on theme: "SESL Meeting / Presentation April 2003 Takenori Kamo."— Presentation transcript:

1 SESL Meeting / Presentation April 2003 Takenori Kamo

2 Currently, working on.... Revising the paper, “Global Stock Index Forecasting Using Multiple Generalized Regression Neural Networks with a Gating Network” for the Journal, “ Applied Intelligence”, Kluwer Academic Publishers. The revision is based on the suggestions and corrections by the reviewers and referees.

3 Suggestions and Correction No reference of Radial Basis Function (RBF), but it mentioned in Section 3. Do Not Believe the results based on only 3 months of data. Need to see out-of- sample results for at least 1 year. Need more than one learning model (GRNN)

4 To fulfill these suggestions Data/results Expanded from 3 months to 3 years. New learning models are added –Backpropagation –Recurrent Networks Re-simulate and get new results

5 Have completed... Data (indexes) of July 1997 Feb 2003 are collected/updated Backpropergation and GRNN are simulated and data are corrected. (3 models for each learning models).

6 Working on.... Recurrent Neural Network MATLAB programs and simulations Website: Financial Forecasting with Neural Networks


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