Neural Networks for Pattern Recognition
Neural Networks for Pattern Recognition
Principles of Neural Model Identification, Selection and Adequacy: With Applications in Financial Econometrics
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Estimating Prediction Risk is important for providing a way of computing the expected error for predictions made by a model, but it is also an important tool for model selection. This paper addresses an empirical comparison of model selection techniques based on the Prediction Risk estimation, with particular reference to the structure of nonlinear regularized neural networks. To measure the performance of the different model selection criteria a large-scale small-samples simulation is conducted for feedforward neural networks.