Showing 1 - 7 of 7
Artificial neural networks (ANNs) have been successfully used for solving variety of problems. One major disadvantage of ANNs is that there is no formal systematic model building approach. This paper presents the application of the Taguchi method in the optimization of the design parameters of...
Persistent link: https://www.econbiz.de/10011061872
This paper proposes a model selection methodology for feedforward network models based on the genetic algorithms and makes a number of distinct but inter-related contributions to the model selection literature for the feedforward networks. First, we construct a genetic algorithm which can search...
Persistent link: https://www.econbiz.de/10010873382
Real networks often exhibit nontrivial topological features that do not occur in random graphs. The need for synthesizing realistic networks has resulted in development of various network models. In this paper, we address the problem of selecting and calibrating the model that best fits a given...
Persistent link: https://www.econbiz.de/10011209689
We use data on the wealth of the richest persons taken from the ‘rich lists’ provided by business magazines like Forbes to verify if the upper tails of wealth distributions follow, as often claimed, a power-law behaviour. The data sets used cover the world’s richest persons over...
Persistent link: https://www.econbiz.de/10010777068
The major goal of this paper is to examine the hypothesis that stock returns and return volatility are asymmetric, threshold nonlinear, functions of change in trading volume. A minor goal is to examine whether return spillover effects also display such asymmetry. Employing a double-threshold...
Persistent link: https://www.econbiz.de/10010589241
The validity index has been used to evaluate the fitness of partitions produced by clustering algorithms for points in Euclidean space. In this paper, we propose a new validity index for network partitions, which can provide a measure of goodness for the community structure of networks. It is...
Persistent link: https://www.econbiz.de/10010589968
Model or variable selection is usually achieved through ranking models according to the increasing order of preference. One of methods is applying Kullback–Leibler distance or relative entropy as a selection criterion. Yet that will raise two questions, why use this criterion and are there any...
Persistent link: https://www.econbiz.de/10010590303