Emerging Needs and Tailored Products 4 docx

... Networks? −5 4 −3 −2 −1 0 1 2 3 4 5 −6 4 −2 0 2 4 6 FIGURE 2.5. Ridgelet function n k,t = α −1 k (β k · y ∗ t − β 0,k ) (2 .42 ) N k,t = R(n k,t ) (2 .43 ) y t = γ 0 + k ∗  k=1 γ k √ α k N k,t (2 .44 ) where ... of the bias parameter” [Mandic and Chambers (2001), p. 60]. 2 .4. 4 Ridgelet Networks Chen, Racine, and Swanson (2001) have shown the ridgelet function to be a useful and...

Ngày tải lên: 21/06/2014, 09:20

... option, and p := P S , for a put option. In these new variables, d 1 and d 2 in (8.20) and (8.21) simplify to d 1 = m τ + τ 2 and d 2 = m τ − τ 2 , (11.1) and, from (8.19) and (8. 24) , the ... nonlinear equation − 5 − 4 − 3 − 2 − 1 0 1 2 3 4 5 − 0.8 − 0.6 − 0 .4 − 0.2 0 0.2 0 .4 0.6 x F ( x ) Fig. 13.1. The function F(x) := N(x) − 2 3 . 0 5 10 15 20 10 − 7 10 − 6 10 − 5...

Ngày tải lên: 21/06/2014, 09:20

... between long- and short-term rates for government bonds, the expected and unexpected inflation rates, industrial production growth, and the yield between corporate high and low-grade bonds) and on a ... (1992); Lumsdaine and Papell (1997); Perron (1989); and Zivot and Andrews (1992)]. Fortunately, for most financial time-series data such as share prices, nominal money supply, a...

Ngày tải lên: 21/06/2014, 07:20

... of commands: % Define simple function z = inline(’.5 * x(1) ˆ2 + .5 * x(2) ˆ2 - 4 * x(1) - 4 * x(2) - 1’); % Use random initialization x0 = randn(1,2); % Genetic algorithm parameters and execution-popsize, ... and the quasi-Newton method, give values of x =1.7910 746 ,y =1.7910 746 . 3 .4. 2 Approximation with Polynomials and Neural Networks We can see how efficient neural networks ar...

Ngày tải lên: 21/06/2014, 07:20

... parameters. 98 4. Evaluation of Network Estimation 4. 2.5 Out-of-Sample Comparison with Nested Models Clark and McCracken (2001), Corradi and Swanson (2002), and Clark and West (20 04) have proposed ... out-of-sample well and make sense and add to our understanding of economic and financial markets. 4. 5.1 MATLAB Program Notes Many of the programs are available for web searche...

Ngày tải lên: 21/06/2014, 07:20

... stochastic 132 5. Estimating and Forecasting with Artificial Data 0 50 100 150 200 250 300 350 40 0 45 0 500 −6 4 −2 0 2 4 6 8 0 50 100 150 200 250 300 350 40 0 45 0 500 0 1 2 3 4 5 First-Differenced Returns ... Diagnostics: VRS Model (Structure: 4 Lags, 3 Neurons) Diagnostic Linear Model (Network Model) Estimate R 2 .42 2 ( .43 8) HQIF 348 4 ( 348 8) L-B ∗ .85 M-L ∗ .13 E-N ∗...

Ngày tải lên: 21/06/2014, 07:20

... 0.003 RSQ 0. 240 0.900 0.910 HQIF −315.552 46 6.018 46 7.288 LB* 0.067 0 .45 8 0.681 ML* 0.8 64 0.2 54 0.200 JB* 0.002 0.172 0.2 04 EN* 0.531 0.092 0.0 84 BDS* 0.012 0.210 0.119 LWG 48 4 56 3 *: prob ... 1.000 0.3 94 0.000 0.088 0.863 2002 0.002 0.000 0. 947 1.000 0.739 0.000 0.1 14 1.000 186 7. Inflation and Deflation: Hong Kong and Japan 1975 1980 1985 1990 1995 2000 2005 0 0.02 −0...

Ngày tải lên: 21/06/2014, 07:20

... 0 .45 16 0.3888 0.3 344 8 0.2927 0. 246 0.216 Skewness 0 .48 7 0.590 0.582 0.536 0 .40 4 0.5 84 Kurtosis 2.0 64 2.235 2.302 2. 242 2.338 3.553 Max 60.500 53.300 47 .250 47 .500 47 .500 47 .500 Min 11.000 12.000 12.250 ... Review, 87: 15–36. 2 04 8. Classification: Credit Card Default and Bank Failures 0.125 0.13 0.135 0. 14 0. 145 0.15 0.155 0 20 40 60 80 0.125 0.13 0.135 0. 14 0....

Ngày tải lên: 21/06/2014, 07:20

... of commands: % Define simple function z = inline(’.5 * x(1) ˆ2 + .5 * x(2) ˆ2 - 4 * x(1) - 4 * x(2) - 1’); % Use random initialization x0 = randn(1,2); % Genetic algorithm parameters and execution-popsize, ... operation, due to Michalewicz (1996). Begin by randomly drawing two real numbers r 1 and r 2 from the [0, 1] interval and one random number s from a standard normal distributi...

Ngày tải lên: 21/06/2014, 09:20