Elsevier, Neural Networks In Finance 2005 7 pot

... REXR IIP MSCI NAPM Mean 0.033 0 .77 1 0.063 0.134 −0.068 −0.066 1989 0.033 0 .76 9 0.060 0.1 37 −0.065 −0.068 1996 0.030 0 .77 7 0. 071 0.128 −0. 073 −0.061 2001 0.036 0 .75 6 0.043 0.151 −0.053 −0.080 Statistical ... Real. Ex. Rate NAPM Index MSCI Index IIP Spread 1 Default Rate 0. 372 1 1 Real. Ex. Rate 0.1221 0.0286 1 NAPM Index −0.6502 −0.2335 −0.0 277 1 MSCI Index −0.0838 0.00 67 0.24...

Ngày tải lên: 20/06/2014, 19:20

... Error Maturity in Years 234 571 0 Linear 4.195 2.384 1. 270 2.111 4.860 7. 309 Nonlinear 1. 873 1.986 2.598 2. 479 1 .71 8 1.636 Diebold-Mariano Tests ∗ Maturity in Years 234 571 0 DM-0 0.000 0.000 1.000 0 .76 2 0.000 ... Error Maturity in Years 234 571 0 Linear 5 .76 1 2.2 47 1.585 3.365 5.843 7. 699 Nonlinear 1. 575 2.249 2.423 2.103 1.504 1.2 07 Diebold-Mariano Tests ∗ Maturity...

Ngày tải lên: 20/06/2014, 19:20

... 1 67 7.1 Hong Kong 168 7. 1.1 The Data 169 7. 1.2 Model Specification 174 7. 1.3 In- Sample Performance 177 7. 1.4 Out-of-Sample Performance 177 7. 1.5 Interpretation of Results 178 7. 2 Japan 182 7. 2.1 ... Joint Conference on Neural Networks (IJCNN) meetings in Washington, DC, in 2001, and in Honolulu and Singapore in 2002. These meetings were eye-openers for anyone trai...

Ngày tải lên: 20/06/2014, 19:20

... Squasher Functions The neurons process the input data in two ways: first by forming lin- ear combinations of the input data and then by “squashing” these linear combinations through the logsigmoid function. ... form of learning behavior. Often used to characterize learning by doing, the func- tion becomes increasingly steep until some in ection point. Thereafter the function becomes increas...

Ngày tải lên: 20/06/2014, 19:20

... useful information for making decisions based on information from markets with large numbers of prices. As Fotheringhame and Baddeley (19 97) point out, if the underlying true structure interrelating ... −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 ) − 1 (3.14) A n...

Ngày tải lên: 20/06/2014, 19:20

... resampling the original training set with replace- ment, and then taking repeated forecasts. Bagging is particularly useful if the data set exhibits instability or structural change. Combining the ... point for quite some time during the training period. Unfortunately, there is no silver bullet for avoiding the problems of local minima in nonlinear estimation. There are only strategies invo...

Ngày tải lên: 20/06/2014, 19:20

... the International Joint Conference on Neural Networks (IJCNN) meetings in Washington, DC, in 2001, 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 markets...

Ngày tải lên: 08/05/2014, 10:01

... particularly sure what final outcome is being sought. Neural networks are often employed in data mining do to the ability for neural networks to be trained. Neural networks can also be used ... operator. Yet neural networks have a long way to go. Neural Networks Today Neural networks are in use today for a wide variety of tasks. Most people think of neural netw...

Ngày tải lên: 14/02/2014, 20:20

... 1 Usin g Neural Networks in HYSYS Using Neural Networks in HYSYS © 2004 AspenTech. All Rights Reserved. Using Neural Networks in HYSYS.pdf 4 Usin g Neural Networks in HYSYS ... is included to check the quality of the Neural Network calculations. 9 Usin g Neural Networks in HYSYS Training the Neural Network The next step is to train t...

Ngày tải lên: 23/03/2014, 02:20