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Publication details
Main information
Implementing an Intelligent Moving Average with a Neural Network
August 2010
MarquesGomes2010a
Recent results in hybrid neural networks using extended versions of the core method have shown that we can use back- ground knowledge to guide back-propagation learning. This paper further explores this ideas by adding numeric functions to the en- coded knowledge and using the traditional recursive Elman neural network model. An illustration of the properties of these neural net- works will be used to calculate a simple moving average. Simulations on generated data and on the Eurostoxx50 financial index will il- lustrate the potential of such a strategy.
In proceedings
Nuno Marques, Carlos Gomes
Hélder Coelho, R. Studer, Michael Wooldridge
Proceedings of the 19th European Conference on Artificial Intelligence
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IOS Press
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http://ssdi.di.fct.unl.pt/~nmm/MyPapers/MG2010.ecai2010mmi_paper.pdf
Export formats
Nuno Marques and Carlos Gomes, Implementing an Intelligent Moving Average with a Neural Network, in: Hélder Coelho and R. Studer and Michael Wooldridge (eds), Proceedings of the 19th European Conference on Artificial Intelligence, IOS Press, (http://ssdi.di.fct.unl.pt/~nmm/MyPapers/MG2010.ecai2010mmi_paper.pdf), August 2010.
<a href="/people/members/view.php?code=9ac1f1682cb91b20d9fbfb8e659b0819" class="author">Nuno Marques</a> and Carlos Gomes, <b>Implementing an Intelligent Moving Average with a Neural Network</b>, in: <a href="/people/members/view.php?code=4b1819152a2c112ed45a29fbf9ca15e1" class="editor">Hélder Coelho</a>, R. Studer and Michael Wooldridge (eds), <u>Proceedings of the 19th European Conference on Artificial Intelligence</u>, <a href="http://www.iospress.nl/" title="Link to external entity..." target="_blank" class="publisher">IOS Press</a>, (<a href="http://ssdi.di.fct.unl.pt/~nmm/MyPapers/MG2010.ecai2010mmi_paper.pdf" target="_blank">url</a>), August 2010.
@inproceedings {MarquesGomes2010a, author = {Nuno Marques and Carlos Gomes}, editor = {H{\'e}lder Coelho and R. Studer and Michael Wooldridge}, title = {Implementing an Intelligent Moving Average with a Neural Network}, booktitle = {Proceedings of the 19th European Conference on Artificial Intelligence}, publisher = {IOS Press}, url = {http://ssdi.di.fct.unl.pt/~nmm/MyPapers/MG2010.ecai2010mmi_paper.pdf}, abstract = {Recent results in hybrid neural networks using extended versions of the core method have shown that we can use back- ground knowledge to guide back-propagation learning. This paper further explores this ideas by adding numeric functions to the en- coded knowledge and using the traditional recursive Elman neural network model. An illustration of the properties of these neural net- works will be used to calculate a simple moving average. Simulations on generated data and on the Eurostoxx50 financial index will il- lustrate the potential of such a strategy.}, month = {August}, year = {2010}, }
Publication's urls
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