DocumentCode
2590468
Title
Probabilistic neural network model based on wavelet and partical swarm optimization
Author
Hua, Wang ; Bingxiang, Liu ; Xiang, Cheng
Author_Institution
Jingdezhen Ceramic Inst. Jingdezhen, Jingdezhen, China
Volume
4
fYear
2011
fDate
15-17 Oct. 2011
Firstpage
2225
Lastpage
2227
Abstract
Foreign exchange market is a complex market, with a high degree of volatility characteristics. Exchange rate formation mechanism and the factors affecting exchange rate volatility are also very complex, which is a nonlinear system. It is difficult to accurately forecast. Probabilistic neural network is applied to the frontiers of forecast, and aimed at the characteristics of probabilistic neural network to pretreat the exchange of data and forecast the tendency. And by changing the vector dimensionality experiment we obtain the best entry to embed dimensionality, tested and improved the precise prediction and valuable.
Keywords
exchange rates; forecasting theory; neural nets; particle swarm optimisation; exchange rate formation mechanism; exchange rate volatility; forecast; foreign exchange market; nonlinear system; partical swarm optimization; probabilistic neural network model; vector dimensionality; wavelet analysis; Accuracy; Exchange rates; Noise; Noise reduction; Particle swarm optimization; Probabilistic logic; Wavelet transforms; exchange rate; forecast; partical swarm optimization; probabilistic neural network; wavelet;
fLanguage
English
Publisher
ieee
Conference_Titel
Biomedical Engineering and Informatics (BMEI), 2011 4th International Conference on
Conference_Location
Shanghai
Print_ISBN
978-1-4244-9351-7
Type
conf
DOI
10.1109/BMEI.2011.6098683
Filename
6098683
Link To Document