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Trend following in financial time series with multi-objective optimization Journal article
APPLIED SOFT COMPUTING, 2018,Volume: 66,Page: 149-167
作者:  Jingyuan Liu;  Yain-Whar Si;  Defu Zhang;  Ligang Zhou
收藏  |  浏览/下载:51/0  |  提交时间:2018/10/30
Financial Time Series  Technical Analysis  Trend Following  Particle Swarm Optimization  Simulated Annealing  
A formal approach to chart patterns classification in financial time series Journal article
INFORMATION SCIENCES, 2017,Volume: 411,Page: 151-175
作者:  Yuqing Wan;  Yain-Whar Si
收藏  |  浏览/下载:7/0  |  提交时间:2018/10/30
Chart Patterns  Formal Specification  Pattern Matching  Financial Time Series  Technical Analysis  
Efficient discovery of longest-lasting correlation in sequence databases Journal article
VLDB Journal, 2016,Volume: 25,Issue: 6,Page: 767-790
作者:  Li Y.;  Leong Hou U.;  Yiu M.L.;  Gong Z.
收藏  |  浏览/下载:5/0  |  提交时间:2019/02/12
Longest-lasting Correlated Subsequences  Similarity Search  Time Series Analysis  
A novel forecasting method based on multi-order fuzzy time series and technical analysis Journal article
Information Sciences, 2016,Volume: 367-368,Page: 41-57
作者:  Ye F.;  Zhang L.;  Zhang D.;  Fujita H.;  Gong Z.
收藏  |  浏览/下载:6/0  |  提交时间:2019/02/12
Financial Forecasting  Fuzzy Time Series  Genetic Algorithm  Technical Analysis  
Modal decomposition using multi-channel response measurements Journal article
Probabilistic Engineering Mechanics, 2014,Volume: 37,Page: 60-73
作者:  Yuen K.-V.;  Katafygiotis L.S.
收藏  |  浏览/下载:2/0  |  提交时间:2019/02/12
Modal decomposition  Nonstationary time series  Principal component analysis  Signal processing  Structural health monitoring  
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
作者:  He, Kaijian;  Lai, Kin Keung;  Yen, Jerome
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/05
Time Series Model  Nonlinear Ensemble Algorithm  Value At Risk  Neural Network  Wavelet Analysis  Multi Resolution Analysis  
Adaptive decomposition of functions into pieces of non-negative instantaneous frequencies Journal article
International Journal of Wavelets, Multiresolution and Information Processing, 2010,Volume: 8,Issue: 5,Page: 813-833
作者:  Qian T.;  Ho I.T.;  Leong I.T.;  Wang Y.
收藏  |  浏览/下载:3/0  |  提交时间:2019/02/11
Analytic Signal  Fourier Integral  Fourier Series  Hardy Space  Hilbert Transform  Instantaneous Frequency  Positivity Of Frequency  Time-frequency Analysis  
Morphological Component Analysis based Hybrid Approach for Prediction of Crude Oil Price Conference paper
Proceedings of the 2010 Third International Joint Conference on Computational Science and Optimization, Huangshan, China, 28-31 May 2010
作者:  Kaijian He;  Kin Keung Lai;  Jerome Yen
收藏  |  浏览/下载:1/0  |  提交时间:2019/12/11
Time Series Model  Morphological Component Analysis  Crude Oil Price  Support Vector Regression  Randomwalk Model  
Model selection using response measurements: Bayesian probabilistic approach Journal article
Journal of Engineering Mechanics, 2004,Volume: 130,Issue: 2,Page: 192
作者:  Beck J.L.;  Yuen K.-V.
收藏  |  浏览/下载:13/0  |  提交时间:2018/10/30
Bayesian Analysis  Excitation  Measurement  Mechanical Systems  Model Studies  Probabilistic Methods  Structural  Time Series Analysis  
Bayesian time-domain approach for modal updating using ambient data Journal article
Probabilistic Engineering Mechanics, 2001,Volume: 16,Issue: 3,Page: 219-231
作者:  Yuen K.-V.;  Katafygiotis L.S.
收藏  |  浏览/下载:1/0  |  提交时间:2019/02/12
Ambient vibrations  Bayesian  Correlation function  Modal parameters  Modal updating  Model updating  System identification  Time series analysis