標(biāo)題: Titlebook: Computational Intelligence in Economics and Finance; Shu-Heng Chen,Paul P. Wang Book 2004 Springer-Verlag Berlin Heidelberg 2004 Artificia [打印本頁] 作者: DART 時(shí)間: 2025-3-21 19:20
書目名稱Computational Intelligence in Economics and Finance影響因子(影響力)
書目名稱Computational Intelligence in Economics and Finance影響因子(影響力)學(xué)科排名
書目名稱Computational Intelligence in Economics and Finance網(wǎng)絡(luò)公開度
書目名稱Computational Intelligence in Economics and Finance網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Computational Intelligence in Economics and Finance被引頻次
書目名稱Computational Intelligence in Economics and Finance被引頻次學(xué)科排名
書目名稱Computational Intelligence in Economics and Finance年度引用
書目名稱Computational Intelligence in Economics and Finance年度引用學(xué)科排名
書目名稱Computational Intelligence in Economics and Finance讀者反饋
書目名稱Computational Intelligence in Economics and Finance讀者反饋學(xué)科排名
作者: 反對(duì) 時(shí)間: 2025-3-21 20:56 作者: 潛移默化 時(shí)間: 2025-3-22 03:08 作者: 領(lǐng)導(dǎo)權(quán) 時(shí)間: 2025-3-22 05:21 作者: 爆炸 時(shí)間: 2025-3-22 10:52
Forecasting the Opening Cash Price Index in Integrating Grey Forecasting and Neural Networks: Evidenl) Taiwan futures contracts and its underlying cash market during the non-cash-trading (NCT) period. Previous day’s cash market closing index and the grey forecasts by using the futures during the NCT period are used to forecast the 09:00 AM opening cash price index by the neural networks model. To 作者: 熄滅 時(shí)間: 2025-3-22 14:40 作者: 熄滅 時(shí)間: 2025-3-22 17:15 作者: FOR 時(shí)間: 2025-3-22 23:06 作者: 盲信者 時(shí)間: 2025-3-23 03:16
Financial Applications of Wavelets and Self-organizing Mapsthe denoising of the stock time-series wavelet packets are used because of their optimal signal compression and denoising capabilities. The visualisation of transient shocks like crashes, in higher order wavelet coefficients is presented. The Self-organising Map Neural Network is introduced to aid t作者: 側(cè)面左右 時(shí)間: 2025-3-23 06:46
Pattern Matching in Multidimensional Time Seriession, that conforms to the PDL, creates a non deterministic pattern matching machine (PMM) that can be used as a searching device for detecting sequential patterns or functional (statistical) relationships in multidimensional data. As an example, a chart pattern of ex ante unknown length is encoded 作者: 暗語 時(shí)間: 2025-3-23 09:58 作者: Employee 時(shí)間: 2025-3-23 14:03
Are Efficient Markets Really Efficient?: Can Financial Econometric Tests Convince Machine-Learning Ptrics and machine learning. In particular, we ask whether machine learning can be useful only in the case when the market is not efficient. Based on the forecasting performance of Cubist in our artificial returns, some evidences seems to support this consistent interpretation. However, there are a f作者: Feedback 時(shí)間: 2025-3-23 20:59 作者: ALERT 時(shí)間: 2025-3-24 01:51 作者: Palate 時(shí)間: 2025-3-24 02:49 作者: 我還要背著他 時(shí)間: 2025-3-24 06:36 作者: defray 時(shí)間: 2025-3-24 12:05 作者: ORE 時(shí)間: 2025-3-24 18:20 作者: Deceit 時(shí)間: 2025-3-24 20:20
Computational Intelligence in Economics and Finance作者: 不能仁慈 時(shí)間: 2025-3-25 00:17 作者: 導(dǎo)師 時(shí)間: 2025-3-25 05:56 作者: aqueduct 時(shí)間: 2025-3-25 10:03
Fuzzy Investment Analysis Using Capital Budgeting and Dynamic Programming Techniquespplied to the situation where each investment in the set has the following characteristics: the amount to be invested has several possible values, and the rate of return varies with the amount invested. Each sum that may be invested represents a distinct level of investment, and the investment there作者: 有權(quán) 時(shí)間: 2025-3-25 12:13
Forecasting the Opening Cash Price Index in Integrating Grey Forecasting and Neural Networks: Eviden. It therefore indicates that there is valuable information involved in the futures prices during the NCT period in forecasting the opening cash price index. Besides, grey forecasts provide a better initial solution that speeds up the learning procedure for the neural networks which in turn give bet作者: 痛恨 時(shí)間: 2025-3-25 15:48
Effective Position of European Firms in the Face of Monetary Integration Using Kohonen’s SOFMers. The use of unsupervised artificial neural networks, specifically the employment of self-adaptive models based on Kohonen’s proposal, makes easier to analyze the microeconomic differences by getting a visual image of a concrete dispersion of the differences through two-dimensional topological ma作者: 加強(qiáng)防衛(wèi) 時(shí)間: 2025-3-25 22:39
Shu-Heng Chen,Paul P. WangIncludes supplementary material: 作者: Fibrinogen 時(shí)間: 2025-3-26 00:13
Advanced Information Processinghttp://image.papertrans.cn/c/image/232493.jpg作者: cancellous-bone 時(shí)間: 2025-3-26 06:51 作者: Etching 時(shí)間: 2025-3-26 11:18
A Support Vector Machine Model for Currency Crises DiscriminationThis paper discusses the feasibility of using the support vector machine (SVM) to build empirical models of currency crises. The main idea is to develop an estimation algorithm, by training a model on a data set, which provide reasonably accurate model outputs. The proposed approach is illustrated to model currency crises in Venezuela.作者: Ordnance 時(shí)間: 2025-3-26 15:10 作者: 讓步 時(shí)間: 2025-3-26 17:56 作者: 浪費(fèi)時(shí)間 時(shí)間: 2025-3-26 21:18 作者: 泥瓦匠 時(shí)間: 2025-3-27 04:55 作者: inclusive 時(shí)間: 2025-3-27 08:32 作者: 有權(quán)威 時(shí)間: 2025-3-27 09:57 作者: cogent 時(shí)間: 2025-3-27 15:38 作者: irreparable 時(shí)間: 2025-3-27 18:56 作者: 考得 時(shí)間: 2025-3-27 23:49 作者: 牢騷 時(shí)間: 2025-3-28 03:19
https://doi.org/10.1007/978-3-8349-9276-5ntation of a one and only one currency for all the member states included in this integration project taking place in early 2002. To decide the relation of countries included in this phase it was established a group of economical regulations (macroeconomics rules) known as Convergence Criteria or Ma作者: Hallowed 時(shí)間: 2025-3-28 09:29
https://doi.org/10.1007/978-3-8349-9276-5the denoising of the stock time-series wavelet packets are used because of their optimal signal compression and denoising capabilities. The visualisation of transient shocks like crashes, in higher order wavelet coefficients is presented. The Self-organising Map Neural Network is introduced to aid t作者: 使成核 時(shí)間: 2025-3-28 12:11 作者: 不足的東西 時(shí)間: 2025-3-28 16:38
https://doi.org/10.1007/978-3-8349-9276-5rete-valued time series (DIS) analysis on time series databases to search for any similarity and periodicity of patterns that are used for knowledge discovery. In our method there are three levels for mining patterns. At the first level, a structural search based on distance measure models is employ作者: GLADE 時(shí)間: 2025-3-28 19:23 作者: 敘述 時(shí)間: 2025-3-28 23:16
https://doi.org/10.1007/978-3-8349-9276-5 To that end, we apply nearest-neighbour (NN) predictors, inspired by the literature on forecasting in non-linear dynamical systems, to exchange-rate series. The forecasting performance of univariate and multivariate versions of such NN predictors is first evaluated from the statistical point of vie作者: 喪失 時(shí)間: 2025-3-29 04:24
Rough Sets Theory and Multivariate Data Analysis in Classification Problems: a Simulation Studyariate statistical classification procedures, namely the linear discriminant analysis, the quadratic discriminant analysis and the logit analysis. For this purpose an extensive Monte Carlo simulation is conducted to examine the performance of these methods under different data conditions.作者: 一美元 時(shí)間: 2025-3-29 10:01 作者: 脆弱帶來 時(shí)間: 2025-3-29 13:49
Nearest-Neighbour Predictions in Foreign Exchange Marketsw, using a battery of statistical tests. Secondly, we assess if NN predictors are capable of producing valuable economic signals in foreign exchange markets. The results show the potential usefulness of NN predictors not only as a helpful tool when forecast daily exchange data but also as a technical trading rules.作者: prick-test 時(shí)間: 2025-3-29 18:06 作者: Pruritus 時(shí)間: 2025-3-29 19:48 作者: 偽書 時(shí)間: 2025-3-30 03:31
https://doi.org/10.1007/978-3-8349-9276-5w, using a battery of statistical tests. Secondly, we assess if NN predictors are capable of producing valuable economic signals in foreign exchange markets. The results show the potential usefulness of NN predictors not only as a helpful tool when forecast daily exchange data but also as a technical trading rules.作者: breadth 時(shí)間: 2025-3-30 04:15 作者: 死亡率 時(shí)間: 2025-3-30 08:51 作者: 有機(jī)體 時(shí)間: 2025-3-30 13:45
https://doi.org/10.1007/978-3-8349-9276-5level, based on hidden Markov models (HMMs), finds global patterns from a DTS set. As a result, similar and periodic patterns are successfully extracted. We demonstrate our method on the analysis of “Exchange Rate Patterns” between the U.S. dollar and Australian dollar.作者: Lymphocyte 時(shí)間: 2025-3-30 20:37
Searching Financial Patterns with Self-organizing Mapsck index in the near future. We further test profitability performance by trading on these SOM-induced financial patterns. The equity-curve results show that SOM-induced trading strategy is able to outperform the buy-and-hold strategy in quite a significant period of time.作者: 浮夸 時(shí)間: 2025-3-30 23:12
Financial Applications of Wavelets and Self-organizing Mapsfor the visualisation are based on the wavelet coefficients of 32-day trading periods with daily sampling of the closing value. The trajectory formed on the U-matrix of SOM shows the evolution of the individual stock and indicator data and aids the detection of abrupt changes in the behaviour of the time-series.
