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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:25/0  |  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:12/0  |  Submit date:2018/10/30
particle swarm optimization  radial basis function  confirmation filters  FTSE 100  DAX 30day trading  
Simultaneously enantiospecific determination of (+)-trans-khellactone, (+/-)-praeruptorin A, (+/-)-praeruptorin B, (+)-praeruptorin E, and their metabolites, (+/-)-cis-khellactone, in rat plasma using Journal article
JOURNAL OF PHARMACEUTICAL AND BIOMEDICAL ANALYSIS, 2014,Volume: 88,Issue: 1,Page: 269-277
Authors:  Song, Yuelin;  Jing, Wanghui;  Yang, Fengqing;  Shi, Zhan;  Yao, Meicun;  Yan, Ru;  Wang, Yitao
View  |  Adobe PDF(488Kb)  |  Favorite  |  View/Download:297/35  |  Submit date:2018/11/01
Online Spe  Chiral Lc-ms/ms  Enantiospecific  Peucedani Radix  Pharmacokinetics  
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  
Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis Conference paper
Proceedings of the Third International Conference on Business Intelligence and Computational Finance, Hong Kong, Hong Kong, China, 13-15 Aug. 2010
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
Favorite  |  View/Download:3/0  |  Submit date:2019/12/10
Value At Risk Model  Morphological  Component  Analysis  Arma-garch Model  
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:7/0  |  Submit date:2019/12/11
Least Squares Support Vector Regression Model  Slantlet Analysis  Denoising Algorithm  Arma Model  Random Walk Model  
Further study on the parameter convergence of fuzzy models in nonlinear system identifications Journal article
Zidonghua Xuebao/Acta Automatica Sinica, 2007,Volume: 33,Issue: 1,Page: 109-112
Authors:  Wan F.;  Sun Y.-X.
Favorite  |  View/Download:3/0  |  Submit date:2018/12/24
Fuzzy System Model  Nonlinear System Identification  Parameter Convergence  Persistently Exciting Input Signal Design