Nothing Special   »   [go: up one dir, main page]

Watanabe et al., 1999 - Google Patents

Hierarchical decision making in strategic investment by a Boltzmann machine

Watanabe et al., 1999

Document ID
3891687198242286664
Author
Watanabe T
Watada J
Oda K
Publication year
Publication venue
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems

External Links

Snippet

A conventional portfolio selection problem, which is based on a mean-variance model, is difficult to solve by using mathematical programming techniques. This difficulty is caused by the fact that the corresponding mathematical programming problems are large-dimensional …
Continue reading at www.worldscientific.com (other versions)

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/02—Computer systems based on biological models using neural network models
    • G06N3/04—Architectures, e.g. interconnection topology
    • G06N3/0472—Architectures, e.g. interconnection topology using probabilistic elements, e.g. p-rams, stochastic processors
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/02—Computer systems based on biological models using neural network models
    • G06N3/08—Learning methods
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G06Q40/025—Credit processing or loan processing, e.g. risk analysis for mortgages
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/12—Computer systems based on biological models using genetic models
    • G06N3/126—Genetic algorithms, i.e. information processing using digital simulations of the genetic system
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N99/00—Subject matter not provided for in other groups of this subclass
    • G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N5/00—Computer systems utilising knowledge based models
    • G06N5/04—Inference methods or devices
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6267—Classification techniques
    • G06K9/6268—Classification techniques relating to the classification paradigm, e.g. parametric or non-parametric approaches
    • G06K9/6269—Classification techniques relating to the classification paradigm, e.g. parametric or non-parametric approaches based on the distance between the decision surface and training patterns lying on the boundary of the class cluster, e.g. support vector machines
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
    • G06Q10/063—Operations research or analysis
    • G06Q10/0635—Risk analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6217—Design or setup of recognition systems and techniques; Extraction of features in feature space; Clustering techniques; Blind source separation
    • G06K9/6232—Extracting features by transforming the feature space, e.g. multidimensional scaling; Mappings, e.g. subspace methods
    • G06K9/6251—Extracting features by transforming the feature space, e.g. multidimensional scaling; Mappings, e.g. subspace methods based on a criterion of topology preservation, e.g. multidimensional scaling, self-organising maps
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6217—Design or setup of recognition systems and techniques; Extraction of features in feature space; Clustering techniques; Blind source separation
    • G06K9/6232—Extracting features by transforming the feature space, e.g. multidimensional scaling; Mappings, e.g. subspace methods
    • G06K9/6247—Extracting features by transforming the feature space, e.g. multidimensional scaling; Mappings, e.g. subspace methods based on an approximation criterion, e.g. principal component analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N7/00—Computer systems based on specific mathematical models
    • G06N7/02—Computer systems based on specific mathematical models using fuzzy logic

Similar Documents

Publication Publication Date Title
Nair et al. A decision tree-rough set hybrid system for stock market trend prediction
Lacher et al. A neural network for classifying the financial health of a firm
Desai et al. Credit-scoring models in the credit-union environment using neural networks and genetic algorithms
Ince et al. A comparison of data mining techniques for credit scoring in banking: A managerial perspective
Santos et al. Computational intelligence approaches and linear models in case studies of forecasting exchange rates
Qin et al. Linear and nonlinear trading models with gradient boosted random forests and application to Singapore stock market
Doeksen et al. Real stock trading using soft computing models
Khoa et al. Forecasting stock price movement direction by machine learning algorithm
Paul et al. The optimal machine learning modeling of brent crude oil price
Marwala Forecasting the stock market index using artificial intelligence techniques
Watanabe et al. Hierarchical decision making in strategic investment by a Boltzmann machine
Goonatilake et al. Genetic-fuzzy systems for financial decision making
Mohammadian et al. An adaptive hierarchical fuzzy logic system for modelling of financial systems
Hui et al. A hybrid time lagged network for predicting stock prices
Deplano et al. Anatomy of a portfolio optimizer under a limited budget constraint
Kajdanowicz et al. Hybrid repayment prediction for debt portfolio
Chai et al. Economic turning point forecasting using the fuzzy neural network and non-overlap area distribution measurement method
Morajda Neural networks and their economic applications
Slim Improved Crude Oil Price Forecasting With Statistical Learning Methods
Klein et al. Fuel price forecasting combining wavelet neural network and adaptive differential evolution
Stankevičius Forming of the investment portfolio using the self-organizing maps (SOM)
Gardashova et al. Extraction rules from data by using differential evolution based fuzzy clustering method
Azzini et al. Modeling turning points in financial markets with soft computing techniques
Lee et al. An intelligent stock trading system based on reinforcement learning
Pabuçcu The effect of data preprocessing on time series analysis