Elsevier, Neural Networks In Finance 2005 1 pdf
Elsevier, Neural Networks In Finance 2005_1 pdf
... forecasting. viii Contents II Applications and Examples 11 3 5 Estimating and Forecasting with Artificial Data 11 5 5 .1 Introduction 11 5 5.2 Stochastic Chaos Model 11 7 5.2 .1 In- Sample Performance 11 8 5.2.2 ... Japan 16 7 7 .1 Hong Kong 16 8 7 .1. 1 The Data 16 9 7 .1. 2 Model Specification 17 4 7 .1. 3 In- Sample Performance 17 7 7 .1. 4 Out-of-Sample Performance 17 7 7 .1...
Ngày tải lên: 20/06/2014, 19:20
Elsevier, Neural Networks In Finance 2005_2 doc
... given by the following system, with i ∗ input variables, k ∗ neurons in the first hidden x1 x2 x3 p1 p2 Inputs - x Hidden Layer - 1 neurons - n1,n2 n1 y Hidden Layer - 2 neurons - p1,p2 n2 Output FIGURE ... form: L t = T t =1 1 2πσ 2 t exp − (y t − y t ) 2 2σ 2 t (2 .10 ) y t = α + βσ t (2 .11 ) t = y t − y t (2 .12 ) σ 2 t = δ 0 + δ 1 σ 2 t 1 + δ 2 2 t...
Ngày tải lên: 20/06/2014, 19:20
Elsevier, Neural Networks In Finance 2005_3 pptx
... evaluating the success of a nonlinear regression. 44 2. What Are Neural Networks? x1 x2 x3 x4 Inputs x2 x4 x1 x3 Inputs c 11 c22 c 21 c12 H-Units FIGURE 2 .12 . Neural principal components 2.6.2 Nonlinear ... −min(x k ) (3 .13 ) The linear scaling function for [ 1, 1] , transforming a variable x k into x ∗∗ k , has the following form: x ∗∗ k,t =2· x k,t − min(x k ) max(x k ) −min(x k...
Ngày tải lên: 20/06/2014, 19:20
Elsevier, Neural Networks In Finance 2005_4 doc
... Computation 0 10 0 200 300 400 500 600 700 800 900 10 00 −4 −3 −2 1 0 1 2 3 0 10 0 200 300 400 500 600 700 800 900 10 00 0 5 10 15 20 25 x1=randn (10 00 ,1) y1=sin(x1) 2 + exp(−x1) FIGURE 3.3. Sample nonlinear ... following MATLAB code solves this problem by the three algorithms: % MATLAB Program for Minimization for Inline function z z = inline(’.5 * abs(x (1) ) 1. 5 + .5 *abs(x...
Ngày tải lên: 20/06/2014, 19:20
Elsevier, Neural Networks In Finance 2005_7 pot
... 20 01 −0.05 0 0.05 19 92 19 93 19 94 19 95 19 96 19 97 19 98 19 99 2000 20 01 −0.02 0 0.02 19 92 19 93 19 94 19 95 19 96 19 97 19 98 19 99 2000 20 01 −0 .1 0 0 .1 1992 19 93 19 94 19 95 19 96 19 97 19 98 19 99 2000 20 01 −0.5 0 0.5 Rate ... correlated. 15 8 6. Times Series: Examples from Industry and Finance 19 88 19 90 19 92 19 94 19 96 19 98 2000 2002 −...
Ngày tải lên: 20/06/2014, 19:20
Elsevier, Neural Networks In Finance 2005_9 potx
... 0.239 Skewness 1. 122 1. 214 1. 223 1. 1 91 1.092 0.952 Kurtosis 2.867 3 .11 4 3 .18 6 3 .15 6 3.023 2.8 31 Max 66.000 59.000 50.000 44.300 37.200 31. 700 Min 10 .600 12 .000 12 .500 12 .875 12 .750 12 .600 204 8. ... Maturity in Years 2345 710 Mean 24.746 23.864 22.799 21. 866 20.360 18 .8 91 Median 17 .870 18 .500 18 .900 19 .000 18 .500 17 .600 Std. Dev. 14 .6 21 1...
Ngày tải lên: 20/06/2014, 19:20
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neural networks in finance gaining predictive edge in the market [mcnelis p d ]
... the International Joint Conference on Neural Networks (IJCNN) meetings in Washington, DC, in 20 01, and in Honolulu and Singapore in 2002. These meetings were eye-openers for anyone trained in ... polynomal. Neural Networks in Finance: Gaining Predictive Edge in the Market 8 1. Introduction The financial sectors of emerging markets, in particular, but also in marke...
Ngày tải lên: 08/05/2014, 10:01
Tài liệu Kalman Filtering and Neural Networks - Chapter 4: CHAOTIC DYNAMICS pdf
... 6-4R-2R -1 5,000 25,000 1 0.69 1. 04 Ikeda 6-6R-5R -1 5,000 25,000 1 0.354 1. 51 Lorenz 3-8R-7R -1 5,000 25,000 40 0.040 2.09 NH 3 laser 9 -10 R-8R -1 1,000 9,000 1 a 0 .14 7 2. 01 Sea clutter 6-8R-7R -1 40,000 ... 0. 216 0 .12 9 0.049 À0 .11 2 À0.373 0.394 0.303 18 N 0 ¼ 516 0 Reconstructed from 6 8 5 4.43 4.62 0.232 0 .13 6 0.023 À0 .11 3 À0.434 0.3 91 0. 317 17 N 0 ¼ 61...
Ngày tải lên: 23/12/2013, 07:16
Tài liệu kỹ thuật nhiệt điện in ra . chương 1 pdf
... trình sẽ bằng: 212 2 312 1 iiiiiiqql +== (1- 2) Hiệu suất nhiệt chu trình sẽ bằng: 31 21 1 ct ii ii q l == (1- 3) 1. 2.2. Nhà máy điện dùng chu trình hỗn hợp Tuốc bin khí - hơi Chu ... t đợc tính theo công thức: 11 21 ct q l q qq = = (1- 1) Thông thờng, ở áp suất không cao lắm, công tiêu tốn cho bơm nớc cấp rất bé so với công Tuốc bin sinh ra nên ta có thể bỏ...
Ngày tải lên: 23/12/2013, 19:15
Tài liệu Publishing Events in Windows Forms 1 pdf
... button to do something, you write code that responds to this event. This is what you will do in the final exercise in this chapter. Handle the Click event for the Clear button 1. In Design View ... In the Properties window, ensure that you are displaying events, type memberFormClosing in the FormClosing event, and then press Enter. An event method called memberFormClosing is c...
Ngày tải lên: 26/01/2014, 13:20