A general method for training the committee machine

조용석,

doi:10.1016/0031-3203(78)90034-1

Cited by 17 publications

(5 citation statements)

References 4 publications

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“…For example, in the committees approach [91,94], we take the average of the predictions from different trained models. Viana et al [99] proposed using crossvalidation error for the model selection and combination.…”

Section: Overview Of Mixture Of Expertsmentioning

confidence: 99%

Surrogate models and mixtures of experts in aerodynamic performance prediction for aircraft mission analysis

Liem

Mader

Martins

2015

Aerospace Science and Technology

109

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Section: Overview Of Mixture Of Expertsmentioning

confidence: 99%

Surrogate models and mixtures of experts in aerodynamic performance prediction for aircraft mission analysis

Liem

Mader

Martins

2015

Aerospace Science and Technology

109

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“…The term "committee machine" appeared for the first time in 1965 in an article by Ablow and Kaylor [3]. Further significant theoretical and practical research on the committee machine method was conducted by Osborne [4], Takiyama [5], as well as in proceedings of the N.N. Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of Russian Academy of Sciences (IMM UB RAS), mainly by Mazurov and Khachai [6][7][8][9][10][11][12][13][14][15][16].…”

Section: Data Analysis and Intelligence Systemsmentioning

confidence: 99%

“…is based on the RSI indicator, which is calculated as follows: (5) where RS -a ratio of the average value of increasing closing prices for seven days to the average value of lowering closing prices for seven days.…”

Section: Indicatormentioning

confidence: 99%

“…Let's determine that a trading signal comes from and . If both parameters are less than 5 To open a position means to initially purchase or sell a certain volume of a financial instrument 6 To close a trading position means to complete a reverse trade operation in relation to opening a position. For example, if a position was opened as part of a purchase transaction of a certain volume of a financial instrument, then the reverse transaction will be expressed by the subsequent sale of the acquired volume of the financial instrument either in full (complete closing of the position) or some part of it (partial closing of the position)…”

Section: Start-up Capital That Is a Fixed Amount Within Which You Cmentioning

confidence: 99%

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Application of the committee machine method to analysis of stock market technical indicators

Chernavin¹

2019

Bus. Inform.

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In this article we study problems of the committee machine method when applied to decisionmaking when there are many signals from different technical indicators of a stock exchange market. The committee machine method is a data classification method which can find non-linear data dependencies by construction of several linear classifiers. In the framework of this research, the basis for committee machine construction is a unified partially integer programming model, within which various logics of committee structures can be implemented. The subject of the research is the interrelation of indicators of technical indicators of a stock exchange market with pricing for financial instruments of stock exchange trading. Accordingly, the goal of the research is to show the efficiency of committee structures for solving the problems of forecasting the future value of financial instruments listed on stock exchange markets. To accomplish this goal, basic stock exchange data on Sberbank shares were collected from the Moscow Stock Exchange for the period from 2010 to 2019. On the basis of this, the technical indicators and interrelated parameters were calculated. They were used as data for the committee machine models with different numbers of committee members and voting logics. The result of the calculation was to obtain definitive rules, which when applied in speculative trading on the stock exchange market can generate stable profits. For comparison, we show the solutions of a similar problem by classical classification methods. The comparison shows that methods which work with the non-linear data dependencies provide results in terms of classification quality similar to committee machine results. This research may be interesting to the professional traders, investment analysts, specialists in data science and students with a mathematical and/or financial specialization.

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“…Further contribution to the development of the method was made by S. Bláha [3], M.L. Osborne [4], R. Takiyama [5]. Russian scientists have significantly developed the method theoretically and practically.…”

Section: Introductionmentioning

confidence: 99%

Application of the Committee Machine Method to Forecast the Movement of Exchange Rates and Oil Prices

Akberdina¹,

Chernavin²,

Chernavin³

2018

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Importance This article discusses the forecasting of financial asset prices considering the most liquid and known financial assets of currency and commodity markets, such as currency pairs of USD/RUB, EUR/RUB, CAD/USD and the Brent crude oil. Objectives The paper aims to show that in financial markets, a great number of traders and analysts are shaping the demand for new interesting analytical tools, develop a methodology for establishing committee machine designs and principles of their use in financial markets, and show real practical results of the committee machine method use. Methods To forecast the price of financial assets, we used a committee machine method based on majority voting. Data from the Moscow Exchange (MOEX) and FOREX market are used as a source of information on market prices. Results The paper shows the conditions for the applicability of the decision rules received in real trade. For illustration purposes, the decisions given in the article are analyzed by income from January 7, 2010 to May 23, 2017. Conclusions and Relevance The paper concludes that the committee machine method is applicable as a tool for forecasting real time financial asset prices.

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A general method for training the committee machine

Cited by 17 publications

References 4 publications

Surrogate models and mixtures of experts in aerodynamic performance prediction for aircraft mission analysis

Surrogate models and mixtures of experts in aerodynamic performance prediction for aircraft mission analysis

Application of the committee machine method to analysis of stock market technical indicators

Application of the Committee Machine Method to Forecast the Movement of Exchange Rates and Oil Prices

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