A Radial Basis Function Approach to Financial Time Series Analysis

Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.

Naive Physics, Event Perception, Lexical Semantics, and Language Acquisition

This thesis proposes a computational model of how children may come to learn the meanings of words in their native language. The proposed model is divided into two separate components. One component produces semantic descriptions of visually observed events while the other correlates those descriptions with co-occurring descriptions of those events in natural language. The first part of this thesis describes three implementations of the correlation process whereby representations of the meanings of whole utterances can be decomposed into fragments assigned as representations of the meanings of individual words. The second part of this thesis describes an implemented computer program that recognizes the occurrence of simple spatial motion events in simulated video input.