An agent-based method for predicting monthly maximum & minimum quote prices

Mazyar, H; Mahdaviani, K; Majidi, S; Saraee, MH

Abstract

In this paper a multi agent model for predicting monthly maximum and minimum quote prices has been proposed. This model is based on the training of Elman neural networks and using particle swarm optimization for obtaining the best parameters of the neural networks. Also one method for reducing the effects of overfitting problem is suggested. This method averages the outputs of an ensemble network, given noisy data as inout, to predict the final results.. Finally the results

Citation

Mazyar, H., Mahdaviani, K., Majidi, S., & Saraee, M. (2007, November). An agent-based method for predicting monthly maximum & minimum quote prices. Presented at IDMC'07, Tehran, Iran

• Presentation Conference Type: Other
• Conference Name: IDMC'07
• Conference Location: Tehran, Iran
• Start Date: Nov 20, 2007
• End Date: Nov 21, 2007
• Publication Date: Jan 1, 2007
• Deposit Date: Nov 9, 2011
• Publicly Available Date: Apr 5, 2016
• Additional Information: Event Type : Conference