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
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;
Conference_Titel :
Biomedical Engineering and Informatics (BMEI), 2011 4th International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-9351-7
DOI :
10.1109/BMEI.2011.6098683