Application of SVR with improved ant colony optimization algorithms in exchange rate forecasting
Wei-Mou Hung, Wei-Chiang Hong (2009)
Control and Cybernetics
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Wei-Mou Hung, Wei-Chiang Hong (2009)
Control and Cybernetics
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Mietek A. Brdyś, Adam Borowa, Piotr Idźkowiak, Marcin T. Brdyś (2009)
International Journal of Applied Mathematics and Computer Science
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The paper considers the forecasting of the Warsaw Stock Exchange price index WIG20 by applying a state space wavelet network model of the index price. The approach can be applied to the development of tools for predicting changes of other economic indicators, especially stock exchange indices. The paper presents a general state space wavelet network model and the underlying principles. The model is applied to produce one session ahead and five sessions ahead adaptive predictors of the...
M. A. GÓMEZ-VILLEGAS and J. TEJADA E. G. SÁNCHEZ-MANZANO (1999)
Revista de la Real Academia de Ciencias Exactas Físicas y Naturales
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Mariusz Kamola (2007)
International Journal of Applied Mathematics and Computer Science
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The paper proposes a design procedure for the creation of a robust and effective hybrid algorithm, tailored to and capable of carrying out a given design optimisation task. In the course of algorithm creation, a small set of simple optimisation methods is chosen, out of which those performing best will constitute the hybrid algorithm. The simplicity of the method allows implementing ad-hoc modifications if unexpected adverse features of the optimisation problem are found. It is postulated...
Luis Magdalena, Félix Monasterio-Huelin, Cristina Rivero (1998)
Mathware and Soft Computing
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This paper focuses on the problem of decomposing multivariable fuzzy controllers using a hierarchical approach based on the application of meta-knowledge. Usually, hierarchical fuzzy systems are based on a cascade structure of fuzzy logic controllers where the output of each level is considered as one of the inputs to the following level. The paper introduces a different approach to the idea of hierarchy, where the output of a level is considered not as input to the following level controller...
Jacek Błażewicz, Piotr Łukasik, Szymon Wilk (2007)
Control and Cybernetics
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Juan Manuel Serrano, M.ª Amparo Vila, Víctor Aranda, Gabriel Delgado (2001)
Mathware and Soft Computing
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A query system for several types of users and for information retrieval about olive cultivation and its environmental support in the province of Granada (Spain) is introduced. The system is based on fuzzy data and is flexible. The main problems which this model solves are those relating to uncertain and imprecise data processing (as in the case of environmental and cultivation information), spatial and punctual data representation, and fusion of cultivation-resulting and scientific-experimental...
Mineichi Kudo, Jack Sklansky (1998)
Kybernetika
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Needs of feature selection in medium and large problems increases in many fields including medical and image processing fields. Previous comparative studies of feature selection algorithms are not satisfactory in problem size and in criterion function. In addition, no way has not shown to compare algorithms with different objectives. In this study, we propose a unified way to compare a large variety of algorithms. Our results show that the sequential floating algorithms promises for...