This paper investigates the use of influence from foreign stock markets (intermarket influence) to predict the trading signals, buy, hold and sell, of the of a given stock market....
Chandima Tilakaratne, Musa A. Mammadov, Sidney A. ...
We introduce a simple asset pricing model with two types of adaptively learning traders, fundamentalists and technical traders. Traders update their beliefs according to past perfo...
Marques and Almeida [9] recently proposed a nonlinear data seperation technique based on the maximum entropy principle of Bell and Sejnowsky. The idea behind is a pattern repulsion...
Fabian J. Theis, Christoph Bauer, Carlos Garc&iacu...
—This paper combines artificial neural networks (ANN), fuzzy optimization and time-series econometric models in one unified framework to form a hybrid intelligent early warning...
Abstract— Making inferences and choosing appropriate responses based on incomplete, uncertainty and noisy data is challenging in financial settings particularly in bankruptcy de...