Каскадні нейро-нечіткі мережі в задачах прогнозування на ринках цінних паперів

• Date: 2017
• Main Authors: Zaychenko, Yuriy P., Hamidov, Galib
• Format: Article
• Language: Russian
• Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2017
• Subjects: прогнозування; ринок цінних паперів; каскадна нео-фазі нейронна мережа; ННМ ANFIS
• Online Access: http://journal.iasa.kpi.ua/article/view/108823
• Journal Title: System research and information technologies

A forecasting problem at the stock exchange is considered. For its solution the application of a cascade neo-fuzzy neural network (CNFNN) is suggested. The architecture of the neo-fuzzy neuron and architecture of CNFNN is presented. Training algorithms of CNFNN in packet mode and on-line are describ...