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» Cognitive-Agent-Based Modeling of a Financial Market
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ESWA
2006
102views more  ESWA 2006»
13 years 8 months ago
A study of Taiwan's issuer credit rating systems using support vector machines
By providing credit risk information, credit rating systems benefit most participants in financial markets, including issuers, investors, market regulators and intermediaries. In ...
Wun-Hwa Chen, Jen-Ying Shih
IJIT
2004
13 years 10 months ago
Application of Neural Networks in Financial Data Mining
This paper deals with the application of a well-known neural network technique, multi-layer back-propagation (BP) neural network, in financial data mining. A modified neural networ...
Defu Zhang, Qingshan Jiang, Xin Li
JSW
2008
93views more  JSW 2008»
13 years 8 months ago
Is SOA Superior? Evidence from SaaS Financial Statements
We use audited financial statements to examine claims that service-oriented architecture (SOA) leads to higher profits relative to traditional software delivery models. Specificall...
Thomas W. Hall
CSDA
2008
77views more  CSDA 2008»
13 years 8 months ago
Maximizing equity market sector predictability in a Bayesian time-varying parameter model
A large body of evidence has emerged in recent studies confirming that macroeconomic factors play an important role in determining investor risk premia and the ultimate path of eq...
Lorne D. Johnson, Georgios Sakoulis
KES
2006
Springer
13 years 8 months ago
The Repository Method for Chance Discovery in Financial Forecasting
Abstract. The aim of this work is to forecast future events in financial data sets, in particular, we focus our attention on situations where positive instances are rare, which fal...
Alma Lilia Garcia-Almanza, Edward P. K. Tsang