Elliott waves classification by means of neural and pseudo neural networks

Volná, Eva; Kotyrba, Martin; Komínková Oplatková, Zuzana; Šenkeřík, Roman

dc.title	Elliott waves classification by means of neural and pseudo neural networks	en
dc.contributor.author	Volná, Eva
dc.contributor.author	Kotyrba, Martin
dc.contributor.author	Komínková Oplatková, Zuzana
dc.contributor.author	Šenkeřík, Roman
dc.relation.ispartof	Soft Computing
dc.identifier.issn	1432-7643 Scopus Sources, Sherpa/RoMEO, JCR
dc.date.issued	2018
utb.relation.volume	22
utb.relation.issue	6
dc.citation.spage	1803
dc.citation.epage	1813
dc.type	article
dc.language.iso	en
dc.publisher	Springer Verlag
dc.identifier.doi	10.1007/s00500-016-2097-y
dc.relation.uri	https://link.springer.com/article/10.1007/s00500-016-2097-y
dc.subject	Elliott waves	en
dc.subject	Backpropagation neural network	en
dc.subject	Levenberg–Marquardt adaptation	en
dc.subject	Pseudo neural network	en
dc.subject	Analytic programming	en
dc.subject	Differential evolution	en
dc.description.abstract	This article presents a comparative study of the classification of Elliott waves in data. Regarding the methods of classification, the paper deals with three approaches. The first one is a multilayer artificial neural network (ANN) with sigmoid activation function and backpropagation and Levenberg–Marquardt training algorithm. Second approach uses training algorithms of ANN but forms of activation functions of hidden nodes and nodes in output layers have been proposed by analytical programming with the differential evolution. The last approach offers results performed by synthesized pseudo neural networks where the symbolic regression is used for synthesis of a whole structure of the classifier, i.e., the relation between inputs and output(s) similar to ANN. In this case, meta-evolution version of analytic programming with differential evolution is used. In conclusion, all results of this experimental study were evaluated and compared mutually. © 2016, Springer-Verlag Berlin Heidelberg.	en
utb.faculty	Faculty of Applied Informatics
dc.identifier.uri	http://hdl.handle.net/10563/1007798
utb.identifier.obdid	43876349
utb.identifier.obdid	43879098
utb.identifier.scopus	2-s2.0-84960157449
utb.identifier.wok	000426761200007
utb.source	j-scopus
dc.date.accessioned	2018-04-23T15:01:45Z
dc.date.available	2018-04-23T15:01:45Z
dc.description.sponsorship	University of Ostrava [SGS17/PrF/2015]; Grant Agency of the Czech Republic-GACR [P103/15/06700S]; Ministry of Education of the Czech Republic [MSMT-7778/2014]; European Regional Development Fund under the Project CEBIA-Tech [CZ.1.05/2.1.00/03.0089]
utb.contributor.internalauthor	Komínková Oplatková, Zuzana
utb.contributor.internalauthor	Šenkeřík, Roman
utb.fulltext.affiliation	Eva Volná 1 · Martin Kotyrba 1 · Zuzana Komínková Oplatková 2 · Roman Senkerik 2 Communicated by V. Loia. ✉ Eva Volná eva.volna@osu.cz Martin Kotyrba martin.kotyrba@osu.cz Zuzana Komínková Oplatková oplatkova@fai.utb.cz Roman Senkerik senkerik@fai.utb.cz 1 Department of Computer Science, University of Ostrava, 30. dubna 22, 701 03 Ostrava, Czech Republic 2 Faculty of Applied Informatics, Tomas Bata University in Zlín, nam. T. G. Masaryka 5555, 760 01 Zlín, Czech Republic
utb.fulltext.dates	Published online: 3 March 2016
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utb.fulltext.sponsorship	The research described here has been financially supported by University of Ostrava grant SGS17/PřF/2015, it was also supported by Grant Agency of the Czech Republic—GACR P103/15/06700S, further by financial support of research project NPU I No. MSMT-7778/2014 by the Ministry of Education of the Czech Republic and also by the European Regional Development Fund under the Project CEBIA-Tech No. CZ.1.05/2.1.00/03.0089. Any opinions, findings and conclusions or recommendations expressed in this material are those of the authors and do not necessarily reflect the views of the sponsors.
utb.scopus.affiliation	Department of Computer Science, University of Ostrava, 30. dubna 22, Ostrava, Czech Republic; Faculty of Applied Informatics, Tomas Bata University in Zlín, nam. T. G. Masaryka 5555, Zlín, Czech Republic
utb.fulltext.projects	SGS17/PřF/2015
utb.fulltext.projects	MSMT-7778/2014
utb.fulltext.projects	CZ.1.05/2.1.00/03.0089