医用血管支架非线性扩张过程快速预测方法的研究

建立了血管支架变形影响因子与其变形结果之间的具有高度非线性识别能力的神经网络模型，通过引入学习因子η和动量因子ψ,采用附加动量项的权值修正方法，优化了网络训练算法，从而提高了网络训练速度和系统鲁棒性．结合实例对网络进行训练，并对预测误差进行了统计假设检验，检验结果表明血管支架变形神经网络智能预测结果与非线性有限元分析结果误差均值低于0．03％，训练后的网络能够较好地对血管支架变形进行预测．在此基础上，基于Pro／Toolkit工具，融合血管支架扩张变形神经网络智能预测模型，建立了血管支架力学性能快速评价工具，该系统实用性强、效率高，能大幅缩短血管支架产品开发周期     

一种结构自适应的聚类神经网络

为了解决聚类分析中聚类数的确定问题，在SOFM神经网络的基础上，从聚类准则出发，通过试验对聚类准则的曲线特征进行了详细的分析和论证，设计出一种结构自适应的聚类神经网络，该网络能自动确定最佳的聚类数，并提出了一种减少计算量的改进算法。     

互联网时代语音识别基本问题

语音识别技术经过半个世纪的积累，于近年来达到大规模商用水平．本文概括了统计语音识别理论的发展状况，并单独介绍了深度神经网络在声学建模、语言建模、多语言共享、语义识别等方面的卓越性能．深度神经网络的性能优势引起了我们强烈的兴趣．通过回顾类人听觉信息处理对深度神经网络的改进作用，我们意识到，深度神经网络与类人听觉信息处理相结合，必将推进语音识别技术的进一步发展．反过来，深度神经网络技术在语音识别中的进步，也必将推动类人听觉信总、处理技术的进步．语音识别技术后续发展的重点是对深度神经网络的结构和训练算法的改进使之更好地实现类人听觉．最后，我们分析了采用深度神经网络模拟人类听觉的抗噪修复机理和听觉关注机理的可能性．     

激活函数可调的神经元模型及其有监督学习与应用

提出一种激活函数可调的新神经元模型（tunable act ivation function，简记为TAF）模型，并给出这类模型的一般形式，该模型用于多层前向神经网络MFNN时，其激活函数可借类似BP算法进行训练而求得，通过几个具体例子给出了对激活函数进行训练的算法，试验结果表明，采用TAF模型的多层前向神经网络的网络容量和性能，优于采用通常M－P模型的网络。     

反馈型随机二元神经网络

提出并分析了一种全新的反馈型随机神经网络模型，该模型不同于常见的Boltzmann机，它不直接使用随机激活函数而是采用了随机型加权连接，神经元为简单的非线性处理单元.揭示了该网络模型存在惟一的收敛性平稳概率分布，当网络中的神经元个数较多时，平稳概率分布逼近于Boltzmann-Gibbs 分布. 另外，还讨论了该网络模型与Markov随机场之间的关系，并提出了一种新型模拟退火和Boltzmann学习算法.网络模型被成功地应用于解决难度较大的组合优化问题和人像的自动识别，实验结果证实了该模型具有强大的计算能力和优异的泛化性能.     

激活函数可调的神经元网络的一种快速算法

将激活函数可调的神经元网络的结构做了一个变形, 给出了网络学习的一种快速算法, 并对异或问题, Feigenbaum函数和Henon映射进行仿真实验, 结果表明, 该算法具有很快的收敛速度, 很高的收敛精度, 性能优于BP算法. 在此基础上, 将变形后的网络再进行改进, 实验表明改进后的网络具有更好的性能.     

基于高阶累积量和瞬时特征的调制识别算法

从特征参数提取角度出发，提出了一种基于高阶累积量和瞬时特征的信号调制识别算法。该算法从调制信号高阶累积量中提取出稳健的特征参数，并结合改进的瞬时特征参数，采用决策树的方法对信号进行调制识别。与传统决策论识别算法相比，本算法特征参数较少，识别类型多。最后仿真结果表明，该算法在较低信噪比下具有很好的识别率（〉95％）。     

一种自适应小波网络的构建及其学习算法

基于小波框架的时频局部化性质和自适应投影算法，提出了一个新的构造和训练小波网络的学习算法，精确地刻画了有限维Hilbert空间自适应投影算法的指数收敛性，该算法充分地利用了包含在训练数据中的时频信息，迭代地确定小波网络隐层结点的个数和网络的权系数，较好地解决了小波网络的结构优化问题，通过应用于信号的表示与去噪，进一步证明了该算法是简单和有效的。     

基于GPRS的嵌入式无线车辆识别系统的设计

本文结合嵌入式系统、GPRS网络技术和车牌识别技术，从硬、软件两个方面来设计和实现了一种采用ARM9微处理器的嵌入式无线车辆管理系统。通过对实时图像进行采集和车牌识别来实现了远程对车辆的实时监控和管理．     

基于伪杂交混合遗传算法的机构运动链同构识别

机构运动链同构识别是NP难问题，本文将运动链等价转换为拓扑图，运用图的同构识别原理判断运动链同构。本文高效结合遗传算法和局部搜索算法，并提出伪杂交算子，预杂交的两个体相互根据对方的元素排列信息重新对自身的元素进行排列，而不是实际的交叉，这一算子不但避免了个体中重复元素的出现，而且能够拓展搜索空间，加快收敛；用本算法与一种神经网络算法进行比较，结果证明了本算法的高效性和优越性。     

Neural model identification,variable selection and model adequacy

In recent years an impressive array of publications has appeared claiming considerable successes of neural networks in modelling financial data but sceptical practitioners and statisticians are still raising the question of whether neural networks really are ‘a major breakthrough or just a passing fad’. A major reason for this is the lack of procedures for performing tests for misspecified models, and tests of statistical significance for the various parameters that have been estimated, which makes it difficult to assess the model's significance and the possibility that any short‐term successes that are reported might be due to ‘data mining’. In this paper we describe a methodology for neural model identification which facilitates hypothesis testing at two levels: model adequacy and variable significance. The methodology includes a model selection procedure to produce consistent estimators, a variable selection procedure based on statistical significance and a model adequacy procedure based on residuals analysis. We propose a novel, computationally efficient scheme for estimating sampling variability of arbitrarily complex statistics for neural models and apply it to variable selection. The approach is based on sampling from the asymptotic distribution of the neural model's parameters (‘parametric sampling’). Controlled simulations are used for the analysis and evaluation of our model identification methodology. A case study in tactical asset allocation is used to demonstrate how the methodology can be applied to real‐life problems in a way analogous to stepwise forward regression analysis. Neural models are contrasted to multiple linear regression. The results indicate the presence of non‐linear relationships in modelling the equity premium. Copyright © 1999 John Wiley & Sons, Ltd.     

An intelligent model selection and forecasting system

In this paper we present an intelligent decision‐support system based on neural network technology for model selection and forecasting. While most of the literature on the application of neural networks in forecasting addresses the use of neural network technology as an alternative forecasting tool, limited research has focused on its use for selection of forecasting methods based on time‐series characteristics. In this research, a neural network‐based decision support system is presented as a method for forecast model selection. The neural network approach provides a framework for directly incorporating time‐series characteristics into the model‐selection phase. Using a neural network, a forecasting group is initially selected for a given data set, based on a set of time‐series characteristics. Then, using an additional neural network, a specific forecasting method is selected from a pool of three candidate methods. The results of training and testing of the networks are presented along with conclusions. Copyright © 1999 John Wiley & Sons, Ltd.     

Neural networks and the multinomial logit for brand choice modelling: a hybrid approach

The study of brand choice decisions with multiple alternatives has been successfully modelled for more than a decade using the Multinomial Logit model. Recently, neural network modelling has received increasing attention and has been applied to an array of marketing problems such as market response or segmentation. We show that a Feedforward Neural Network with Softmax output units and shared weights can be viewed as a generalization of the Multinomial Logit model. The main difference between the two approaches lies in the ability of neural networks to model non‐linear preferences with few (if any) a priori assumptions about the nature of the underlying utility function, while the Multinomial Logit can suffer from a specification bias. Being complementary, these approaches are combined into a single framework. The neural network is used as a diagnostic and specification tool for the Logit model, which will provide interpretable coefficients and significance statistics. The method is illustrated on an artificial dataset where the market is heterogeneous. We then apply the approach to panel scanner data of purchase records, using the Logit to analyse the non‐linearities detected by the neural network. Copyright © 2000 John Wiley & Sons, Ltd.     

Predicting LDC debt rescheduling: performance evaluation of OLS,logit, and neural network models

Empirical studies in the area of sovereign debt have used statistical models singularly to predict the probability of debt rescheduling. Unfortunately, researchers have made few efforts to test the reliability of these model predictions or to identify a superior prediction model among competing models. This paper tested neural network, OLS, and logit models' predictive abilities regarding debt rescheduling of less developed countries (LDC). All models predicted well out‐of‐sample. The results demonstrated a consistent performance of all models, indicating that researchers and practitioners can rely on neural networks or on the traditional statistical models to give useful predictions. Copyright © 2001 John Wiley & Sons, Ltd.     

A neural network versus Black–Scholes: a comparison of pricing and hedging performances

An Erratum has been published for this article in Journal of Forecasting 22(6‐7) 2003, 551 The Black–Scholes formula is a well‐known model for pricing and hedging derivative securities. It relies, however, on several highly questionable assumptions. This paper examines whether a neural network (MLP) can be used to find a call option pricing formula better corresponding to market prices and the properties of the underlying asset than the Black–Scholes formula. The neural network method is applied to the out‐of‐sample pricing and delta‐hedging of daily Swedish stock index call options from 1997 to 1999. The relevance of a hedge‐analysis is stressed further in this paper. As benchmarks, the Black–Scholes model with historical and implied volatility estimates are used. Comparisons reveal that the neural network models outperform the benchmarks both in pricing and hedging performances. A moving block bootstrap is used to test the statistical significance of the results. Although the neural networks are superior, the results are sometimes insignificant at the 5% level. Copyright © 2003 John Wiley & Sons, Ltd.     

Economic factors and the stock market: a new perspective

It has been widely accepted that many financial and economic variables are non‐linear, and neural networks can model flexible linear or non‐linear relationships among variables. The present paper deals with an important issue: Can the many studies in the finance literature evidencing predictability of stock returns by means of linear regression be improved by a neural network? We show that the predictive accuracy can be improved by a neural network, and the results largely hold out‐of‐sample. Both the neural network and linear forecasts show significant market timing ability. While the switching portfolio based on the linear forecasts outperforms the buy‐and‐hold market portfolio under all three transaction cost scenarios, the switching portfolio based on the neural network forecasts beats the market only if there is no transaction cost. Copyright © 1999 John Wiley & Sons, Ltd.     

Mortality forecasting using neural networks and an application to cause‐specific data for insurance purposes

Mortality forecasting is important for life insurance policies, as well as in other areas. Current techniques for forecasting mortality in the USA involve the use of the Lee–Carter model, which is primarily used without regard to cause. A method for forecasting morality is proposed which involves the use of neural networks. A comparative analysis is done between the Lee–Carter model, linear trend and the proposed method. The results confirm that the use of neural networks performs better than the Lee–Carter and linear trend model within 5% error. Furthermore, mortality rates and life expectancy were formulated for individuals with a specific cause based on prevalence data. The rates are broken down further into respective stages (cancer) based on the individual's diagnosis. Therefore, this approach allows life expectancy to be calculated based on an individual's state of health. Copyright © 2008 John Wiley & Sons, Ltd.     

A Neuro‐wavelet Model for the Short‐Term Forecasting of High‐Frequency Time Series of Stock Returns

We propose a wavelet neural network (neuro‐wavelet) model for the short‐term forecast of stock returns from high‐frequency financial data. The proposed hybrid model combines the capability of wavelets and neural networks to capture non‐stationary nonlinear attributes embedded in financial time series. A comparison study was performed on the predictive power of two econometric models and four recurrent neural network topologies. Several statistical measures were applied to the predictions and standard errors to evaluate the performance of all models. A Jordan net that used as input the coefficients resulting from a non‐decimated wavelet‐based multi‐resolution decomposition of an exogenous signal showed a consistent superior forecasting performance. Reasonable forecasting accuracy for the one‐, three‐ and five step‐ahead horizons was achieved by the proposed model. The procedure used to build the neuro‐wavelet model is reusable and can be applied to any high‐frequency financial series to specify the model characteristics associated with that particular series. Copyright © 2013 John Wiley & Sons, Ltd.