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SESL Meeting / Presentation April 2003

SESL Meeting / Presentation April 2003. Takenori Kamo. Currently, working on. Revising the paper, “Global Stock Index Forecasting Using Multiple Generalized Regression Neural Networks with a Gating Network” for the Journal, “ Applied Intelligence”, Kluwer Academic Publishers.

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SESL Meeting / Presentation April 2003

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  1. SESL Meeting / Presentation April 2003 Takenori Kamo

  2. Currently, working on . . . . • Revising the paper, “Global Stock Index Forecasting Using Multiple Generalized Regression Neural Networks with a Gating Network” for the Journal, “ Applied Intelligence”, Kluwer Academic Publishers. • The revision is based on the suggestions and corrections by the reviewers and referees.

  3. Suggestions and Correction • No reference of Radial Basis Function (RBF), but it mentioned in Section 3. • Do Not Believe the results based on only 3 months of data. Need to see out-of-sample results for at least 1 year. • Need more than one learning model (GRNN)

  4. To fulfill these suggestions • Data/results Expanded from 3 months to 3 years. • New learning models are added • Backpropagation • Recurrent Networks • Re-simulate and get new results

  5. Have completed . . . • Data (indexes) of July 1997 Feb 2003 are collected/updated • Backpropergation and GRNN are simulated and data are corrected. (3 models for each learning models).

  6. Working on . . . . • Recurrent Neural Network • MATLAB programs and simulations • Website: Financial Forecasting with Neural Networks

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