Mathematical Essence and Structures of Feedback Neural Networks and Weight Matrix Design

Author(s):  
Dmitry Averchenko ◽  
Artem Aldyrev

The purpose of this chapter is to develop an analytical system for forecasting prices of financial assets with the use of artificial neural networks technology. Proposed by the authors, the analytical system consists of several neural networks, each of which makes the forecast of financial assets prices. The system includes recurrence (with feedback) neural networks with sigmoidal activation formula. This allows the networks to “remember” a sequence of reactions to the same stimulus. The learning process of neural networks is performed using an algorithm of back propagation of error. The key parameters of forecast for this analytical system are the indicators presented by the terminal MetaTrader 4-broker Forex Club: Average Directional и Movement Index; Bollinger Bands; Envelopes; Ichimoku Kinko Hyo; Moving Average; Parabolic SAR; Standard Deviation; Average True Range; and others.


2019 ◽  
Vol 33 (28) ◽  
pp. 1950343 ◽  
Author(s):  
Zhilian Yan ◽  
Youmei Zhou ◽  
Xia Huang ◽  
Jianping Zhou

This paper addresses the issue of finite-time boundedness for time-delay neural networks with external disturbances via weight learning. With the help of a group of inequalities and combining with the Lyapunov theory, weight learning rules are devised to ensure the neural networks to be finite-time bounded for the fixed connection weight matrix case and the fixed delayed connection weight matrix case, respectively. Sufficient conditions on the existence of the desired learning rules are presented in the form of linear matrix inequalities, which are easily verified by MATLAB software. It is shown that the proposed learning rules also guarantee the finite-time stability of the time-delay neural networks. Finally, a numerical example is employed to show the applicability of the devised weight learning rules.


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