| Autor: |
Alexander Vlasenko, Nataliia Vlasenko, Olena Vynokurova, Yevgeniy Bodyanskiy, Dmytro Peleshko |
| Jazyk: |
angličtina |
| Rok vydání: |
2019 |
| Předmět: |
|
| Zdroj: |
Data, Vol 4, Iss 3, p 126 (2019) |
| Druh dokumentu: |
article |
| ISSN: |
2306-5729 |
| DOI: |
10.3390/data4030126 |
| Popis: |
Neuro-fuzzy models have a proven record of successful application in finance. Forecasting future values is a crucial element of successful decision making in trading. In this paper, a novel ensemble neuro-fuzzy model is proposed to overcome limitations and improve the previously successfully applied a five-layer multidimensional Gaussian neuro-fuzzy model and its learning. The proposed solution allows skipping the error-prone hyperparameters selection process and shows better accuracy results in real life financial data. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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