407 search results - page 20 / 82 » Time series prediction using DirRec strategy |
CORR
2010
Springer
13 years 7 months ago
2010
Springer
Given the return series for a set of instruments, a trading strategy is a switching function that transfers wealth from one instrument to another at specified times. We present ef...
ICANN
2009
Springer
14 years 9 hour ago
2009
Springer
Recurrent neural networks serve as black-box models for nonlinear dynamical systems identification and time series prediction. Training of recurrent networks typically minimizes t...
TROB
2010
13 years 5 months ago
2010
Abstract—Modular robotic systems typically assemble using deterministic processes where modules are directly placed into their target position. By contrast, stochastic modular ro...
CORR
2011
Springer
13 years 2 months ago
2011
Springer
— A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, ...
GECCO
2003
Springer
14 years 18 days ago
2003
Springer
We propose a neuro-genetic daily stock prediction model. Traditional indicators of stock prediction are utilized to produce useful input features of neural networks. The genetic al...