• 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