A Novel Neural Network for Data Mining

摘要：

The algorithm proposed here for data mining deals with the standard Multilayer Perceptron using Temporal Backpropagation algorithm with the concept of Bollinger Band Crossover from the concept of Trading Systems added to it, and is referred to as the Bollinger Band Crossover Supervised Network (BBCSN). To visualize the performances of each of this algorithm, a portfolio management scheme was designed and translated into code using Visual C++. This enables a critical analysis of the algorithm, with respect to their financial performances. According to the results obtained in this project, the newly proposed and designed Bollinger Band Crossover gives much better results than generally obtained from a Multilayer Perceptron network.

作者: Tony Kai Yun Chan Eng Chong Tan Neeraj Haralalka

作者单位: School of Computer Engineering, Nanyang Technological University,Nanyang Avenue, Singapore 639798, Singapore

会议类型: 国际会议

会议名称: 8th International Conference on Neural Information Processing(ICONIP 2001)(第八届国际神经信息处理大会)

会议地点: 上海

会议语种:英文

页码: 597-601

在线出版日期: 2001-11-14（万方平台首次上网日期，不代表论文的发表时间）