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Neuron Digest Volume 10 Number 11
Neuron Digest Thursday, 29 Oct 1992 Volume 10 : Issue 11
Today's Topics:
neuralnet notice - work in progress
NSF Summer Fellowships to Visit Japan
Request references --Financial Modeling
Position available
Papers Using neural Nets in Economics
Send submissions, questions, address maintenance, and requests for old
issues to "neuron-request@cattell.psych.upenn.edu". The ftp archives are
available from cattell.psych.upenn.edu (130.91.68.31). Back issues
requested by mail will eventually be sent, but may take a while.
----------------------------------------------------------------------
Subject: neuralnet notice - work in progress
From: "Raymond D. Scanlon" (CCAC-BENET) <rscanlon@PICA.ARMY.MIL>
Date: Fri, 09 Oct 92 10:44:52 -0500
We (Mark Johnson and myself) have put together a laboratory report
entitled "How the Brain Works". It is based on work we have done
simulating the mammalian brain.
The subject is the complete brain and how it functions as an
assemblage of independent neurons. Particular attention is paid to
the reticular nucleus of the thalamus and how it interrupts (1) the
flow of motor programs from the globus pallidus interior and the
cerebellum to the pre-motor and motor areas and (2) the flow of
signal energy (sensory input) to the koniocortex.
Those working in nonliving intelligence might find it of interest.
A copy will be sent (mailed) to anyone who asks; we are looking for
comment.
Ray D. Scanlon
Bldg 115
Benet Laboratory
Watervliet Arsenal
Watervliet, NY 12189
email rscanlon@pica.army.mil
------------------------------
Subject: NSF Summer Fellowships to Visit Japan
From: Jerome Soller <soller@asylum.cs.utah.edu>
Date: Fri, 09 Oct 92 10:43:20 -0700
The following is a summary of the official announcement for the
NSF Summer Institute in Japan sponsored by the National Science
Foundation. It provides a fellowship for graduate and/or medical
students to spend the summer in Japan at a Japanese research lab. Last
summer, I had the opportunity to spend the summer working with the
Exploratory Research Laboratory of the Fundamental Laboratories of NEC
Corporation doing models of visual biological neural networks. Another
student in the neural network area, Hank Wan of CMU, worked with RIKEN.
Sincerely,
Jerome B. Soller
Ph.D. Candidate, U. of Utah Dept. of
Computer Science
and
VA Geriatric, Research, Education, and
Clinical Center
soller@asylum.utah.edu
-----------------------------------------------------------
The National Science Foundation and the National Institutes
of Health announce...
... that applications are now being accepted for the
1993 SUMMER INSTITUTE IN JAPAN
for U.S. Graduate Students in Science and Engineering,
including Biomedical Science and Engineering.
APPLICATION DEADLINE: December 1, 1992
Program's Goal:
to provide 60 U.S. graduate students first-hand experience
in a Japanese research laboratory
Program Elements:
** Internship at a Japanese government, corporate or
university laboratory in Tokyo or Tsukuba
** Intensive Japanese language training
** Lectures on Japanese science, history, and culture
Program Duration and Dates:
** 8 weeks; June 25 to August 21, 1993
Eligibility requirements:
1. U.S. citizen or permanent resident
2. Enrolled at a U.S. institution in a science or
engineering Ph.D. program,
Enrolled in an M.D. program and have an interest in
biomedical research,
or
Enrolled in an engineering M.S. program of which one
year has been completed by December 1, 1992.
For application materials and more information:
Request NSF publication number 92-105, "1993 Summer
Institute in Japan," from NSF's Publications Office at
pubs@nsf.gov (InterNet) or pubs@nsf (BitNet)
Phone: (202) 357-7668
Be sure to give your name and complete mailing address.
To download application materials:
Send e-mail message to
stisserv@nsf.gov (InterNet) or
stisserv@nsf (BitNet)
Ignore the subject line, but body of message should read as
follows:
Request: stis
Topic: nsf92105
Request: end
You will receive a copy of publication 92-105 by return
e-mail.
Further inquiries:
Contact NSF's Japan Program staff at
NSFJinfo@nsf.gov (InterNet) or
NSFJinfo@nsf (BitNet)
Tel: (202) 653-5862
------------------------------
Subject: Request references --Financial Modeling
From: ingle@occs.cs.oberlin.edu (Abhijit M. Ingle)
Date: Sat, 10 Oct 92 18:19:03 -0500
Hello,
I am working on Financial modeling using Neural Networks: basically
using cascade correlation and time series analysis. If you know any references
on Financial modeling using Neural Networks, I would be very grateful if
you could mail them to me. If people then wish, I will be happy to collect
the material and mail to anyone who may be interested.
Please mail to :
ingle@occs.cs.oberlin.edu
Sincerely,
Abhijit Ingle
------------------------------
Subject: Position available
From: Thomas Petsche <petsche@hawk.siemens.com>
Date: Tue, 13 Oct 92 16:22:22 -0500
Position available
The Learning Systems Department at Siemens Corporate Research is looking
for a software developer and programmer with interest in machine learning
and/or neural networks to develop software for prototypes and in-house
research projects. Current projects are focused on specific instances of
time series classification, knowledge representation, computational
linguistics and intelligent control. Current research includes a broad
spectrum of learning algorithm design and analysis. The successful
candidate will contribute software design and implementation expertise to
these activities.
The job requires
a master's degree or equivalent;
a thorough understanding of, and experience with,
Unix and X-Windows programming;
some familiarity with machine learning and/or neural networks.
If you are interested, please send a resume (via email if possible) to
Thomas Petsche
petsche@learning.siemens.com
FAX: 609-734-6565
Siemens Corporate Research
755 College Road East
Princeton, NJ 08540
------------------------------
Subject: Papers Using neural Nets in Economics
From: P.Refenes@cs.ucl.ac.uk
Date: Fri, 09 Oct 92 12:56:32 +0000
[Note: the following is a reply to a request for references on use of
neural nets in financial modeling. The original request was submitted to,
but not distributed on, the connectionists list. It also appeared on
comp.ai.neural-nets and sci.eon. -- DST]
In reply, to your request for references in this field
a) the full set of references in our paper on financial modelling
using neural nets is attached (straight ascii).
b) a more detailed database in also attached (in tex). As far as we
are aware this is more or less it. In addition we have a forthcoming
book "neural network applications in the capital markets", and we plan a
workshop to be held in London in Spring 93 - papers welcome.
Paul Refenes.
===========================================================
[Brock91] Brock W. A., "Causality, Chaos, Explanation and
Prediction in Economics and Finance", in Casti J.,
and Karlqvist A., (eds), "Beyond Belief:
Randomness, Prediction, and Explanation in
Science", Boca Raton, FL: CRC Press, pp 230-279,
(1991).
[Brown63] Brown R. G. "Smoothing, Forecasting and Prediction
of Discrete Time Series", Prentice-Hall
International, (1963).
[Burns86] Burns T., "The Interpretation and use of Economic
Predictions", Proc. Royal Soc., Series A, pp 103-
125, (1986).
[Chauvi89] Chauvin Y., "A back-propagation algorithm with
optimal use of hidden units", In Touretzky D.,
(ed), "Advances in Neural Information Processing
systems, Morgan Kaufmann (1989).
[Deboec92] Deboeck D., "Pre-processing and evaluation of
neural nets for trading stocks" Advanced
Technology for Developers, vol. 1, no. 2, (Aug
1992).
[Denker87] Denker J., et al "Large Automatic Learning. Rule
Extraction and Generalisation", Complex Systems I:
877-922, (1987).
[DutSha88] Dutta Sumitra, and Shashi Shekkar, "Bond rating:
a non-conservative application", Proc. ICNN-88,
San Diego, CA, July 24-27 1988, Vol. II (1988).
[Econost92] Econostat, "Tactical Asset Allocation in the
Global Bond Markets", TR-92/07, Hennerton House,
Wargrave, Berkshire RG10 8PD, England, (1992).
[FahLeb90] Fahlman S. E & Lebiere C, "The Cascade-
Correlation Learning Architecture", Carnegie
Mellon University, Technical Report CMU-CS-90-
100. ( 1990).
[Hendry88] Hendry D. F., "Encompassing implications of
feedback versus feedforward mechanisms in
econometrics", Oxford Economic Papers, vol. 40,
pp. 132-149, (1988).
[Hinton87] Hinton Geoffrey, "Connectionist Learning
Procedures", Computer Science Department,
Carnegie-Melon University, December 1987.
[Holden90] Holden K., "Current issues in macroeconomic", in
Greenaway D., (ed), Croom Helm, (1990).
[Hoptro93] Hoptroff A. R., "The principles and practice of
time series forecasting and business modelling
using neural nets", Neural Computing and
Applications vol. 1, no 1., pp 59-66, (1993).
[Kimoto90] Kimoto T., et al, "Stock Market Prediction with
Modular Neural Networks", Proc., IJCNN-90, San
Diego, (1990).
[Klimas92] Klimasauskas C., "Genetic function optimization
for time series prediction", Advanced Technology
for Developers vol. 1, no. 1, (July 1992).
[leCun89] le Cun. Y., "Generalisation and Network Design
Strategies" Technical Report CRG-TR-89-4,
University of Toronto, Department of Computer
Science, (1989).
[Marqu91] Marquez L., et al, "Neural networks models as an
alternative to regression", Proc. Twenty-Fourth
Hawaii International Conference on System
Sciences, 1991, Volume 4 (pp. 129-135).
[Menden89] Mendenhall W., et al "Statistics for Management
And Economics", PWS-KENT Publishing Company,
Boston USA, (1989).
[Ormer91] Ormerod P., Taylor J. C., and Walker T., "Neiual
networks in Economics", Henley Centre, (1991).
[Peters91] Peters E. E., "Chaos and Order in the Capital
Markets", Willey, USA, (1991).
[Refene92a] Refenes A. N., "Constructive Learning and its
Application to Currency Exchange Rate Prediction",
in "Neural Network Applications in Investment and
Finance Services", eds. Turban E., and Trippi R.,
Chapter 27, Probus Publishing, USA, 1992.
[Refene92b] Refenes A. N., et al "Currency Exchange rate
prediction and Neural Network Design Strategies",
Neural computing & Applications Journal, Vol 1,
no. 1., (1992).
[Refene92c] Refenes A. N., et al "Stock Ranking Using Neural
Networks", submitted ICNN'93, San Francisco,
Department of Computer Science, University College
London, (1992).
[RefAze92] Refenes A. N., & Azema-Barac M., "Neural Networks
for Tactical Asset Allocation in the Global Bonds
Markets", Proc. IEE Third International Conference
on ANNS, Brighton 1993 (submitted 1992).
[Refenes93] Refenes A. N., et al "Financial Modelling Using
Neural Networks", in Liddell H. (ed) "Commercial
Parallel Processing", Unicom, (to appear).
[RefAli91] Refenes A. N., & Alippi C., "Histological Image
understanding by Error Backpropagation",
Microprocessing and Microprogramming Vol. 32, pp.
437-446, , North-Holland, (1991).
[RefCha92] Refenes A. N., & Chan E. B., "Sound Recognition
and Optimal Neural Network Design", Proc.
EUROMICRO-92, Paris (Sept. 1992).
[RefVit91] Refenes A. N. & Vithlani S. "Constructive
Learning by Specialisation", Proc. ICANN-91,
Helsiniki, (1991).
[RefZai92] Refenes A. N., & Zaidi A., "Managing Exchange
Rate Prediction Strategies with Neural Networks",
Proc. Workshop on Neural Networks: techniques &
Applications, Liverpool (Sept. 1992), also in
Lisboa P. G., and Taylor M, "Neural Networks:
techniques & Applications", Ellis Horwood (1992).
[Refenes91] Refenes A.N., "CLS: An Adaptive Learning
Procedure and Its Application to Time Series
Forecasting", Proc. IJCNN-91, Singapore, (Nov.
1991).
[Refenes92d] Refenes A. N., et al "Currency Exchange Rate
Forecasting by Error Backpropagation", Proc.
Conference on System Sciences, HICCS-25, Kauai,
HawaII, Jan. 7-10, 1992.
[Rumelh86] Rumelhart D. E., et al, "Learning Internal
Representation by error propagation." In
Rumelhart.D.E, McClelland.J.L and PDP Research
Group editors Parallel Distributed Processing:
Explorations in the Microstructure of Cognition.
Vol. 1 Foundation, MIT Press (1986).
[Shoene90] Schoenenburg E., "Stock price prediction using
neural networks: a project report", Neurocomputing
2, pp. 17-27, 1990.
[TsiZei92] Tsibouris G., and Zeidenberg M., "Back
propagation as a test of the efficient markets
hypothesis", Proc. Hawaii International Conference
on System Sciences, January 7-10th 1992, Kauai,
Hawaii, Volume 4 (pp. 523-532).
[White88] White Halbert, "Economic prediction using neural
networks: the case of IBM daily stock returns",
Department of Economics, University of California,
(1988).
[Wallis89] Wallis K., F., "Macroeconomic forecasting: a
survey", Economic Journal, vol. 99, pp. 28-61,
(1989).
[Weigen90] Weigend A., et al, "Predicting the future: a
connectionist approach", Int. Journal of Neural
Systems, vol. 1, pp. 193-209, (1990).
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%E Ralph H. Sprague
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%D 1992
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------------------------------
End of Neuron Digest [Volume 10 Issue 11]
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