Naslov
Structure Optimization of Neural Networks in Relation to Underlying Data

Autori
Zekić, Marijana

Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, sažetak, znanstveni

Izvornik
7th International Conference on Operational Research KOI '98, Abstracts / Scitovski, Rudolf - Osijek : Hrvatsko društvo za operacijska istraživanja (CRORS), 1998, 31-31

Skup
7th International Conference on Operational Research KOI '98

Mjesto i datum
Rovinj, Hrvatska, 30.09.1998. - 02.10.1998

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
structure optimization of neural networks; cascading; pruning; variable selection; principal component analysis

Sažetak
Optimization of neural network topology has been one of the most important problems since neural network came in front as a method for prediction, classification, and association. Number of heuristics formulas for determining the number of hidden units were developed (Masters,T., 1993, Marcek, D., 1997), and some algorithms for structure optimization were suggested, such as cascading, pruning, A* algorithm, and others. The connection between optimization techniques and underlying data in the model is not investigated enough. The paper deals with the influence of variable selection and statistics of input and output variables to several algorithms for structure optimization. Principal component analysis and analysis of variance among other statistical tests are conducted in stock return prediction models. The predictive power of neural networks is captured, and also the sensitivity of the dependent variables to changes in the inputs.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija, Informacijske i komunikacijske znanosti

POVEZANOST RADA