2 resultados para portfolio choice,
em Boston University Digital Common
Resumo:
When analysing the behavior of complex networked systems, it is often the case that some components within that network are only known to the extent that they belong to one of a set of possible "implementations" – e.g., versions of a specific protocol, class of schedulers, etc. In this report we augment the specification language considered in BUCSTR-2004-021, BUCS-TR-2005-014, BUCS-TR-2005-015, and BUCS-TR-2005-033, to include a non-deterministic multiple-choice let-binding, which allows us to consider compositions of networking subsystems that allow for looser component specifications.
Resumo:
Adaptive Resonance Theory (ART) models are real-time neural networks for category learning, pattern recognition, and prediction. Unsupervised fuzzy ART and supervised fuzzy ARTMAP networks synthesize fuzzy logic and ART by exploiting the formal similarity between tile computations of fuzzy subsethood and the dynamics of ART category choice, search, and learning. Fuzzy ART self-organizes stable recognition categories in response to arbitrary sequences of analog or binary input patterns. It generalizes the binary ART 1 model, replacing the set-theoretic intersection (∩) with the fuzzy intersection(∧), or component-wise minimum. A normalization procedure called complement coding leads to a symmetric theory in which the fuzzy intersection and the fuzzy union (∨), or component-wise maximum, play complementary roles. A geometric interpretation of fuzzy ART represents each category as a box that increases in size as weights decrease. This paper analyzes fuzzy ART models that employ various choice functions for category selection. One such function minimizes total weight change during learning. Benchmark simulations compare peformance of fuzzy ARTMAP systems that use different choice functions.