14 search results - page 1 / 3 » Dynamical Products of Experts for Modeling Financial Time Se... |
ICML
2010
IEEE
13 years 5 months ago
2010
IEEE
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
APIN
2008
13 years 4 months ago
2008
Abstract Traditional financial analysis systems utilize lowlevel price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price...
NN
2010
Springer
13 years 3 months ago
2010
Springer
This study shows that a mixture of RNN experts model can acquire the ability to generate sequences that are combination of multiple primitive patterns by means of self-organizing ...
MSOM
2007
13 years 4 months ago
2007
: Classical inventory models offer a variety of insights into the optimal way to manage inventories of individual products. However, top managers and industry analysts are often co...
GECCO
2005
Springer
13 years 10 months ago
2005
Springer
In this work we present an improved evolutionary method for inferring S-system model of genetic networks from the time series data of gene expression. We employed Differential Ev...