Neural networks and natural intelligence
Neural networks and natural intelligence
Neural networks and intellect: using model-based concepts
Neural networks and intellect: using model-based concepts
Neural Networks: A Comprehensive Foundation
Neural Networks: A Comprehensive Foundation
Neural Networks: Tricks of the Trade, this book is an outgrowth of a 1996 NIPS workshop
Multi-agent modeling of multiple FX-markets by neural networks
IEEE Transactions on Neural Networks
Gradient calculations for dynamic recurrent neural networks: a survey
IEEE Transactions on Neural Networks
Market Modeling Based on Cognitive Agents
ICANN '02 Proceedings of the International Conference on Artificial Neural Networks
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We present an approach ofm ulti-agent market modeling on the basis of cognitive systems with three functionality features. These features are perception, internal processing and acting. A cognitive system is structurally represented by an error correction neural network. On the mirco-level we describe agents decisions behavior by combining cognitive systems with a framework of multi-agent market modeling. By aggregating agents decisions we are able to capture the underlying market dynamics on the macro-level. As an application, we apply our approach to the DEM / USD FX-Market. Fitting real-world data, our approach is superior to more conventional forecasting techniques.