A proposal of structural mixture distribution model. its application and basic analysis-
Project/Area Number |
21500146
|
Research Category |
Grant-in-Aid for Scientific Research (C)
|
Allocation Type | Single-year Grants |
Section | 一般 |
Research Field |
Intelligent informatics
|
Research Institution | Keio University |
Principal Investigator |
SAKURAI Akito 慶應義塾大学, 理工学部, 教授 (00303339)
|
Project Period (FY) |
2009 – 2011
|
Project Status |
Completed (Fiscal Year 2011)
|
Budget Amount *help |
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2011: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2010: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2009: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
|
Keywords | 知的システムアーキテクチャ / 人工知能 / 機械学習 / モデル平均 / VC次元 |
Research Abstract |
For the structural mixture model as a learning model, new methods to estimate mixture coefficients were proposed. It outperformed or was equivalent in performance to existing methods on real datasets evaluation. On price formation in financial markets which are considered efficient, existence of an element model was indicated by simulation trading in the market.
|
Report
(4 results)
Research Products
(11 results)