— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
Kaizhu Huang, Haiqin Yang, Irwin King, Michael R. ...
Combining multiple global models (e.g. back-propagation based neural networks) is an effective technique for improving classification accuracy by reducing a variance through manipu...
This paper investigates a mechanism for reliable generation of sparse code in a sparsely connected, hierarchical, learning memory. Activity reduction is accomplished with local com...
Results of neural network learning are always subject to some variability, due to the sensitivity to initial conditions, to convergence to local minima, and, sometimes more dramat...
This paper introduces a continuous model for Multi-cellular Developmental Design. The cells are fixed on a 2D grid and exchange ”chemicals” with their neighbors during the gr...
Alexandre Devert, Nicolas Bredeche, Marc Schoenaue...