NDLI: A temperature-dependent SOFTMAX combiner

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A temperature-dependent SOFTMAX combiner

Content Provider	IEEE Xplore Digital Library
Author	Hazarika, N. Taylor, J.G.
Copyright Year	2001
Description	Author affiliation: C.L. New Quant Ltd., Wargrave, UK (Hazarika, N.)
Abstract	We describe a method of combining multiple market predictions using a "temperature dependent" combiner (developed at CL NewQuant Limited, UK). CL NewQuant uses a number of techniques to model markets, each of which gives their own predictions. The goal is to develop an efficient combining methodology that takes into account the recent performance of each model in an "optimal" way when calculating combiner weightings.
Sponsorship	Int. Neural Network Soc.
Starting Page	1847
Ending Page	1851
File Size	400231
Page Count	5
File Format	PDF
ISBN	0780370449
ISSN	10987576
DOI	10.1109/IJCNN.2001.938444
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2001-07-15
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Predictive models Neural networks Economic forecasting Support vector machines Noise level Bonding Data handling Smoothing methods Singular value decomposition History
Content Type	Text
Resource Type	Article

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