Here's an example to illustrate my problem constructing a neural network under Matlab. The picture I posted illustrate the target value (X) and the Neural network output (Y) for EURGBP. So at worse, for a real price of 0.7, the NN output is between 0.68 and 0.73 (pretty bad but it was just a test!).
If I use the NN weights to calculate the output value by hand, I get a 0.75, wich is impossible for 0.7... So I must be wrong somewhere in the calculation of my output... Here's the formula :
-1.1261*tansig(-1.6589*0.6964+1.4776*0.6936+4.5965)
-0.013796*tansig(-2.6065*0.6964+ 4.3402 *0.6936+0.30321)
+1.2166*tansig( 0.88612*0.69669364+0.11309 *0.6936+0.055821)+1.1116
The weights :
-Weights to layer from input
[-1.6589 1.4776;
-2.6065 4.3402;
0.88612 0.11309]
-Weights to layer
[-1.1261 -0.013796 1.2166]
-Bias to layer 1
[4.5965;
0.30321;
0.055821]
-Bias to layer 2
[1.1116]
The 2 input price used to calculate the output are :
0.6964
0.6936
The Network is a 2 inputs/3 hidden/1 output with Tangente sigmoide activation for hidden and linear activation for the output.
THANKS!!
