Title :
BYY harmony learning, local independent analyses, and APT financial applications
Author_Institution :
Dept. of Comput. Sci. & Eng., Chinese Univ. of Hong Kong, Shatin, China
Abstract :
The key issues of the Bayesian Ying Yang (BYY) harmony learning are summarized systematically on the BYY systems that represents multiple objects in its Ying space. Detailed discussions are made on three typical BYY architectures with a general adaptive learning procedure, particularly on making local independent analyses and APT financial Applications
Keywords :
adaptive systems; financial data processing; learning (artificial intelligence); neural nets; Bayesian Ying Yang system; adaptive learning; arbitrage pricing theory; financial analysis; harmony learning; local independent analysis; Application software; Bayesian methods; Computer science; Councils; Functional analysis; State estimation; State-space methods; Statistical learning; Stochastic processes; Unsupervised learning;
Conference_Titel :
Neural Networks, 2001. Proceedings. IJCNN '01. International Joint Conference on
Conference_Location :
Washington, DC
Print_ISBN :
0-7803-7044-9
DOI :
10.1109/IJCNN.2001.938438
