Contradiction Resolution for Foreign Exchange Rates Estimation

Ryotaro Kamimura

2012

Abstract

In this paper, we propose a new type of information-theoretic method called ”contradiction resolution.” In this method, we suppose that a neuron should be evaluated for itself (self-evaluation) and by all the other neurons (outer-evaluation). If some difference or contradiction between two types of evaluation can be found, the contradiction should be decreased as much as possible. We applied the method to the self-organizing maps with an output layer, which is a kind of combination of the self-organizing maps with the RBF networks. When the method was applied to the dollar-yen exchange rates, prediction and visualization performance could be improved simultaneously.

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Paper Citation


in Harvard Style

Kamimura R. (2012). Contradiction Resolution for Foreign Exchange Rates Estimation . In Proceedings of the 4th International Joint Conference on Computational Intelligence - Volume 1: NCTA, (IJCCI 2012) ISBN 978-989-8565-33-4, pages 529-535. DOI: 10.5220/0004152905290535

in Bibtex Style

@conference{ncta12,
author={Ryotaro Kamimura},
title={Contradiction Resolution for Foreign Exchange Rates Estimation},
booktitle={Proceedings of the 4th International Joint Conference on Computational Intelligence - Volume 1: NCTA, (IJCCI 2012)},
year={2012},
pages={529-535},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004152905290535},
isbn={978-989-8565-33-4},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 4th International Joint Conference on Computational Intelligence - Volume 1: NCTA, (IJCCI 2012)
TI - Contradiction Resolution for Foreign Exchange Rates Estimation
SN - 978-989-8565-33-4
AU - Kamimura R.
PY - 2012
SP - 529
EP - 535
DO - 10.5220/0004152905290535