Search Results - subject:"Algorithms"

DECISION-MAKING MODEL FOR STOCK MARKETS BASED ON PARTICLE SWARM OPTIMIZATION ALGORITHM

NENORTAITE, JOVITA; SIMUTIS, RIMVYDAS - In: New Mathematics and Natural Computation (NMNC) 01 (2005) 02, pp. 261-274

The objective of this paper is to introduce the decision-making model for stock markets. The proposed model is based on the study of historic data and the application of Artificial Neural Networks (ANN) and Particle Swarm Optimization (PSO) algorithm. In the proposed decision-making model the...

Persistent link: https://www.econbiz.de/10005080822

Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model

Goldman, Elena; Tsurumi, Hiroki - In: Studies in Nonlinear Dynamics & Econometrics 9 (2005) 2, pp. 1166-1166

We develop a new Markov Chain Monte Carlo procedure for a time series regression model truncated by upper and lower bounds. The regression error term is assumed to follow an ARMA--GARCH process. We use a convergence diagnostics with a simultaneous test of mean and covariance stationarity and...

Persistent link: https://www.econbiz.de/10005579875

Neural Networks to Predict Financial Time Series in a Minority Game Context

Grilli, Luca; Sfrecola, Angelo - Dipartimento di Scienze Economiche, Matematiche e … - 2005

In this paper we consider financial time series from U.S. Fixed Income Market, S&P500, Exchange Market and Oil Market. It is well known that financial time series reveal some anomalies as regards the Efficient Market Hypotesis and some scaling behavior is evident such as fat tails and clustered...

Persistent link: https://www.econbiz.de/10005628770

Predicting the risk of contractor default in Saudi Arabia utilizing artificial neural network (ANN) and genetic algorithm (GA) techniques

Al-Sobiei, Obaid Saad; Arditi, David; Polat, Gul - In: Construction Management and Economics 23 (2005) 4, pp. 423-430

The construction project is subject to several risks, one of the most important of which is contractor default because contractor default may increase the final project cost considerably. In the US construction industry, owners commonly shield themselves from the risk of contractor default by...

Persistent link: https://www.econbiz.de/10005633204

Analisis de nuevos métodos de clasificación. Un ejemplo ilustrativo de su uso en la agrupación de los municipios de Castilla y León

PACHECO, J; VALENCIA, O. - In: Estudios de Economía Aplicada 23 (2005) Diciembre, pp. 711-729

facilita las interpretaciones. In this work a series of recent algorithms for the non-hierarchical clustering problem under the … criterion of minimum Sum-of-Squares Clustering are used and analyzed. These algorithms have been proposed recently by the … authors of this work. The proposed algorithms have been applied to a socioeconomic study of the municipalities in the …

Persistent link: https://www.econbiz.de/10005814479

Towards a unified territorial design approach — Applications, algorithms and GIS integration

Kalcsics, Jörg; Nickel, Stefan; Schröder, Michael - In: TOP: An Official Journal of the Spanish Society of … 13 (2005) 1, pp. 1-56

Persistent link: https://www.econbiz.de/10005598348

OPTIMIZATION BY USING EVOLUTIONARY ALGORITHMS WITH GENETIC ACQUISITIONS

Mateescu, George Daniel - In: Journal for Economic Forecasting 2 (2005) 2, pp. 26-30

Evolutionary algorithms represent a powerful tool for a wide set of problems, based on biological principles. The main …

Persistent link: https://www.econbiz.de/10005612288

Designer path independent choice functions

Johnson, Mark; Dean, Richard - In: Economic Theory 26 (2005) 3, pp. 729-740

This paper provides an algorithm for the construction of all PICFs on a finite set of alternatives, V, designed by an a priori given set I of initial choices as well as the determination of whether the initial set I is consistent with path independence. The algorithm is based on a new...

Persistent link: https://www.econbiz.de/10005753310

A Rank-order Analysis of Learning Models for Regional Labor Market Forecasting

Patuelli, Roberto; Longhi, Simonetta; Reggiani, Aura; … - EconWPA - 2005

Using a panel of 439 German regions we evaluate and compare the performance of various Neural Network (NN) models as forecasting tools for regional employment growth. Because of relevant differences in data availability between the former East and West Germany, NN models are computed separately...

Persistent link: https://www.econbiz.de/10005556232

An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift

Atchade, Yves - Départment des sciences administratives, Université … - 2005

This paper proposes an adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift (T-MALA). The scale parameter and the covariance matrix of the proposal kernel of the algorithm are simultaneously and recursively updated in order to reach the optimal acceptance rate...

Persistent link: https://www.econbiz.de/10005828372