hsquasher.m

Neural Network in Finance (神经网络在金融界:赢得预言性的优势)全部原码。内容包括预测与估计

function y = hsquasher(x, ymax, ymin, xmax, xmin);
%  squasher function developed by Helge Petersohn
%  inputs:  x, ymax, ymin
if nargin == 3,
xmax = max(x);
xmin = min(x);
else xmax = xmax; xmin = xmin;
end
A = log((1 / ymax) - 1) - log((1/ymin) - 1);
A = A / (xmax - xmin);
B = log((1/ymin) - 1);
y = 1 ./ (1 + exp(A * (x - xmin) + B));