39,384 research outputs found

    Forecasting foreign exchange rates with adaptive neural networks using radial basis functions and particle swarm optimization

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    The motivation for this paper is to introduce a hybrid Neural Network architecture of Particle Swarm Optimization and Adaptive Radial Basis Function (ARBF-PSO), a time varying leverage trading strategy based on Glosten, Jagannathan and Runkle (GJR) volatility forecasts and a Neural Network fitness function for financial forecasting purposes. This is done by benchmarking the ARBF-PSO results with those of three different Neural Networks architectures, a Nearest Neighbors algorithm (k-NN), an autoregressive moving average model (ARMA), a moving average convergence/divergence model (MACD) plus a naïve strategy. More specifically, the trading and statistical performance of all models is investigated in a forecast simulation of the EUR/USD, EUR/GBP and EUR/JPY ECB exchange rate fixing time series over the period January 1999 to March 2011 using the last two years for out-of-sample testing

    A Soft Computing Approach to Dynamic Load Balancing in 3GPP LTE

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    A major objective of the 3GPP LTE standard is the provision of high-speed data services. These services must be guaranteed under varying radio propagation conditions, to stochastically distributed mobile users. A necessity for determining and regulating the traffic load of eNodeBs naturally ensues. Load balancing is a self-optimization operation of self-organizing networks (SON). It aims at ensuring an equitable distribution of users in the network. This translates into better user satisfaction and a more efficient use of network resources. Several methods for load balancing have been proposed. Most of the algorithms are based on hard (traditional) computing which does not utilize the tolerance for precision of load balancing. This paper proposes the use of soft computing, precisely adaptive Neuro-fuzzy inference system (ANFIS) model for dynamic QoS aware load balancing in 3GPP LTE. The use of ANFIS offers learning capability of neural network and knowledge representation of fuzzy logic for a load balancing solution that is cost effective and closer to human intuitio

    Neural Networks for Modeling and Control of Particle Accelerators

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    We describe some of the challenges of particle accelerator control, highlight recent advances in neural network techniques, discuss some promising avenues for incorporating neural networks into particle accelerator control systems, and describe a neural network-based control system that is being developed for resonance control of an RF electron gun at the Fermilab Accelerator Science and Technology (FAST) facility, including initial experimental results from a benchmark controller.Comment: 21 p
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