Connectionist Projection Pursuit Regression

We present a novel regression method that combines projection pursuit regression with feed forward neural networks. The algorithm is presented and compared to standard neural network learning. Connectionist projection pursuit regression (CPPR) is applied to modelling the U.S. average dollar-Deutsch...

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Bibliographic Details
Published in:Computational economics 1994-09, Vol.7 (3), p.155-61
Main Authors: Daniels, Hennie, Verkooijen, William
Format: Article
Language:English
Subjects:
Capital market
Economic forecasts
Economic indicators
Exchange rates
Modelling
Regression analysis
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Summary:We present a novel regression method that combines projection pursuit regression with feed forward neural networks. The algorithm is presented and compared to standard neural network learning. Connectionist projection pursuit regression (CPPR) is applied to modelling the U.S. average dollar-Deutsch mark exchange rate movement using several economic indicators. The performance of CPPR is compared with the performances of other approaches to this problem. Citation Copyright 1994 by Kluwer Academic Publishers.
ISSN:0927-7099
1572-9974
DOI:10.1007/BF01299776