DocumentCode
1748811
Title
A temperature-dependent SOFTMAX combiner
Author
Hazarika, Neep ; Taylor, John G.
Author_Institution
C.L. New Quant Ltd., Wargrave, UK
Volume
3
fYear
2001
fDate
2001
Firstpage
1847
Abstract
We describe a method of combining multiple market predictions using a “temperature dependent” combiner (developed at CL NewQuant Limited, UK). CL NewQuant uses a number of techniques to model markets, each of which gives their own predictions. The goal is to develop an efficient combining methodology that takes into account the recent performance of each model in an “optimal” way when calculating combiner weightings
Keywords
financial data processing; neural nets; optimisation; combiner weightings; multiple market predictions; optimisation; temperature-dependent SOFTMAX combiner; Bonding; Data handling; Economic forecasting; History; Neural networks; Noise level; Predictive models; Singular value decomposition; Smoothing methods; Support vector machines;
fLanguage
English
Publisher
ieee
Conference_Titel
Neural Networks, 2001. Proceedings. IJCNN '01. International Joint Conference on
Conference_Location
Washington, DC
ISSN
1098-7576
Print_ISBN
0-7803-7044-9
Type
conf
DOI
10.1109/IJCNN.2001.938444
Filename
938444
Link To Document