98 search results - page 2 / 20 » A generalized model for financial time series representation... |
INFORMATICALT
2008
13 years 5 months ago
2008
In this paper we propose and analyze a multilayer perceptron-like model with matrix inputs. We applied the proposed model to the financial time series prediction problem, compared ...
Lecture Notes
These notes cover several topics such as Review of Statistics, Least Squares and Maximum Likelihood Estimation, Index Models, Testing CAPM and Multifactor Models
Event Studies, Ti...
ICANN
2001
Springer
13 years 9 months ago
2001
Springer
Abstract. An application of the recently proposed generalized relevance learning vector quantization (GRLVQ) to the analysis and modeling of time series data is presented. We use G...
GECCO
2008
Springer
13 years 6 months ago
2008
Springer
This paper presents an study about a new Hybrid method GRASPES - for time series prediction, inspired in F. Takens theorem and based on a multi-start metaheuristic for combinatori...
ML
2000
ACM
13 years 5 months ago
2000
ACM
We consider the problem of one-step ahead prediction for time series generated by an underlying stationary stochastic process obeying the condition of absolute regularity, describi...