Method of training a neural network
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United States of America Patent
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Jun 12, 2001
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N/A
app pub date -
Sep 3, 1998
filing date -
Mar 6, 1996
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Abstract
A state vector (SV.sub.t) is determined with elements that characterize a financial market (101). Taking into account predetermined evaluation variables, an evaluation (V.sub.t) is determined (102) for the state vector (SV.sub.t). In addition, a chronologically following state vector (SV.sub.t+1) is determined (103) and evaluated (V.sub.t+1). On the basis of the two evaluations (V.sub.t, V.sub.t+1), weights (w.sub.i) of the neural network (NN) are adapted (104) using a reinforcement learning method (.DELTA.w.sub.i).
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