Real-time approaches to computational economics: Self adaptive economic systems

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

This chapter examines modelling of financial movement direction with Learn++ by forecasting the daily movement direction of the Dow Jones. The Learn++ approach is implemented using a multi-layer perceptron as a weak-learner, where this weak-learner is improved by making use of the Learn++ algorithm. In addition, the Learn++ algorithm introduces the concept of on-line incremental learning, which means that the proposed framework is able to adapt to new data.

Original languageEnglish
Title of host publicationAdvanced Information and Knowledge Processing
PublisherSpringer London
Pages173-193
Number of pages21
Edition9781447150091
DOIs
Publication statusPublished - 2013

Publication series

NameAdvanced Information and Knowledge Processing
Number9781447150091
ISSN (Print)1610-3947
ISSN (Electronic)2197-8441

ASJC Scopus subject areas

  • Management Information Systems
  • Information Systems
  • Information Systems and Management
  • Artificial Intelligence

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