Computational Statistics & Data Analysis
Knowledge discovery in corporate events by neural network rule extraction
Applied Intelligence
Proceedings of the 2009 conference on Artificial Intelligence Research and Development: Proceedings of the 12th International Conference of the Catalan Association for Artificial Intelligence
Proceedings of the 2009 conference on Artificial Intelligence Research and Development: Proceedings of the 12th International Conference of the Catalan Association for Artificial Intelligence
Neural network modeling by subsampling
IWANN'05 Proceedings of the 8th international conference on Artificial Neural Networks: computational Intelligence and Bioinspired Systems
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We propose tests for individual and joint irrelevance of network inputs. Such tests can be used to determine whether an input or group of inputs “belong” in a particular model, thus permitting valid statistical inference based on estimated feedforward neural-network models. The approaches employ well-known statistical resampling techniques. We conduct a small Monte Carlo experiment showing that our tests have reasonable level and power behavior, and we apply our methods to examine whether there are predictable regularities in foreign exchange rates. We find that exchange rates do appear to contain information that is exploitable for enhanced point prediction, but the nature of the predictive relations evolves through time