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 ...
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...
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...
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...
Aranildo Rodrigues Lima Junior, Tiago Alessandro E...
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...