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A general result on the estimation bias of ARMA models Journal article
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2018,Volume: 197,Page: 107-125
Authors:  Bao, Yong
Favorite  |  View/Download:26/0  |  Submit date:2018/10/30
ARMA  Maximum likelihood  Bias  
Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques Journal article
JOURNAL OF FORECASTING, 2017,Volume: 36,Issue: 8,Page: 974-988
Authors:  Karathanasopoulos, Andreas;  Mitra, Sovan;  Skindilias, Konstantinos;  Lo, Chia Chun
Favorite  |  View/Download:16/0  |  Submit date:2018/10/30
particle swarm optimization  radial basis function  confirmation filters  FTSE 100  DAX 30day trading  
Ensemble Forecasting of Value at Risk via Multi Resolution Analysis based Methodology in Metals Markets Journal article
EXPERT SYSTEMS WITH APPLICATIONS, 2012,Volume: 39,Issue: 4,Page: 4258-4267
Authors:  He, Kaijian;  Lai, Kin Keung;  Yen, Jerome
Favorite  |  View/Download:2/0  |  Submit date:2019/12/05
Time Series Model  Nonlinear Ensemble Algorithm  Value At Risk  Neural Network  Wavelet Analysis  Multi Resolution Analysis  
A Hybrid Slantlet Denoising Least Squares Support vector Regression Model for Exchange Rate Prediction Conference paper
ICCS 2010 - INTERNATIONAL CONFERENCE ON COMPUTATIONAL SCIENCE, PROCEEDINGS, Univ Amsterdam, Amsterdam, NETHERLANDS, MAY 31-JUN 02, 2010
Authors:  Kai jian He;  Kin Keung Lai;  Jerome Yen
Favorite  |  View/Download:8/0  |  Submit date:2019/12/11
Least Squares Support Vector Regression Model  Slantlet Analysis  Denoising Algorithm  Arma Model  Random Walk Model