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Approximation Properties of the Neuro-Fuzzy Minimum Function

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Financial Modelling

Part of the book series: Contributions to Management Science ((MANAGEMENT SC.))

Abstract

The integration of fuzzy logic systems and neural networks in data driven nonlinear modeling applications has generally been limited to functions based upon the multiplicative fuzzy implication rule for theoretical and computational reasons. We derive a universal approximation result for the minimum fuzzy implication rule as well as a differentiable substitute function that allows fast optimization and function approximation with neuro-fuzzy networks.

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References

  1. Barner, M., Flohr, F. (1983) Analysis II. De Gruyter, Berlin.

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  2. Gottschling, A.(1997) Feedforward Neural Networks, Fuzzy Logic Systems and Radial Basis Functions. in Three Essays in Neural Networks and Financial Prediction. PhD Thesis, UC San Diego.

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© 2000 Springer-Verlag Berlin Heidelberg

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Gottschling, A., Kreuter, C. (2000). Approximation Properties of the Neuro-Fuzzy Minimum Function. In: Bonilla, M., Casasús, T., Sala, R. (eds) Financial Modelling. Contributions to Management Science. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-57652-2_15

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  • DOI: https://doi.org/10.1007/978-3-642-57652-2_15

  • Publisher Name: Physica, Heidelberg

  • Print ISBN: 978-3-7908-1282-4

  • Online ISBN: 978-3-642-57652-2

  • eBook Packages: Springer Book Archive

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