Sep 24
Neural network construction using Grammatical Evolution
Grammatical Evolution, Neural Networks No Comments »I bumped into this paper a short while back:
Neural network construction using grammatical evolution
Tsoulos, I.G.; Gavrilis, D.; Glavas, E.;
Signal Processing and Information Technology, 2005. Proceedings of the Fifth IEEE International Symposium on
18-21 Dec. 2005 Page(s):827 - 831
The authors have highlighted ways of not only Infering the architecture of a neural network, but also estimating the optimum set of nodes. I like this diea because I think it provides more flexibility and computational efficiency compared to other Genetic Programming approaches. Maybe my next project should be a self-evolving trading system based on the ideas presented in the paper. But I’m very tempted to look at option pricing first.
