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AUSDM
2007
Springer
104views Data Mining» more  AUSDM 2007»
14 years 4 days ago
Effectiveness of Using Quantified Intermarket Influence for Predicting Trading Signals of Stock Markets
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. ...
ICANN
2001
Springer
14 years 19 days ago
Nonlinear Adaptive Beliefs and the Dynamics of Financial Markets: The Role of the Evolutionary Fitness Measure
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...
Andrea Gaunersdorfer, Cars H. Hommes
IWANN
2001
Springer
14 years 18 days ago
Pattern Repulsion Revisited
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...
ICNC
2010
Springer
13 years 6 months ago
A hybrid intelligent early warning system for predicting economic crises: The case of China
—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...
Dongwei Su, Xingxing He
IJCNN
2006
IEEE
14 years 2 months ago
Sparse Bayesian Models: Bankruptcy-Predictors of Choice?
Abstract— Making inferences and choosing appropriate responses based on incomplete, uncertainty and noisy data is challenging in financial settings particularly in bankruptcy de...
Bernardete Ribeiro, Armando Vieira, João Ca...