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Real-Time Approaches to Computational Economics: Self Adaptive Economic Systems

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Economic Modeling Using Artificial Intelligence Methods

Part of the book series: Advanced Information and Knowledge Processing ((AI&KP))

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Abstract

This chapter examines modelling of financial movement direction with Learn++ by forecasting the daily movement direction of the Dow Jones. The Learn++ approach is implemented using a multi-layer perceptron as a weak-learner, where this weak-learner is improved by making use of the Learn++ algorithm. In addition, the Learn++ algorithm introduces the concept of on-line incremental learning, which means that the proposed framework is able to adapt to new data.

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Authors and Affiliations

  1. Faculty of Engineering and the Built Environment, University of Johannesburg, Johannesburg, South Africa

    Tshilidzi Marwala

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  1. Tshilidzi Marwala
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Marwala, T. (2013). Real-Time Approaches to Computational Economics: Self Adaptive Economic Systems. In: Economic Modeling Using Artificial Intelligence Methods. Advanced Information and Knowledge Processing. Springer, London. https://doi.org/10.1007/978-1-4471-5010-7_10

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  • DOI: https://doi.org/10.1007/978-1-4471-5010-7_10

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  • Print ISBN: 978-1-4471-5009-1

  • Online ISBN: 978-1-4471-5010-7

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