Search Results - subject:"MATLAB"

Analyzing the risks embedded in option prices with rndfittool

Barletta, Andre; Santucci de Magistris, Paolo - In: Risks : open access journal 6 (2018) 2, pp. 1-15

This paper introduces a new computational tool for the analysis of the risks embedded in a set of prices of European-style options. The software enables the estimation of the risk-neutral density (RND) from the observed option prices by means of orthogonal polynomial expansions. Orthogonal...

Persistent link: https://www.econbiz.de/10011811735

Modeling NYSE Composite US 100 Index with a hybrid SOM and MLP-BP neural model

Beluco, Adriano; Bandeira, Denise L.; Beluco, Alexandre - In: Journal of Risk and Financial Management 10 (2017) 1, pp. 1-13

Neural networks are well suited to predict future results of time series for various data types. This paper proposes a hybrid neural network model to describe the results of the database of the New York Stock Exchange (NYSE). This hybrid model brings together a self organizing map (SOM) with a...

Persistent link: https://www.econbiz.de/10011843284

Modeling NYSE Composite US 100 Index with a hybrid SOM and MLP-BP neural model

Beluco, Adriano; Bandeira, Denise Lindstrom; Beluco, … - In: Journal of risk and financial management : JRFM 10 (2017) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10011618968

The Implementation, in Matlab, of Three Digital Image Processing Algorithms to Evaluate the Change of Parameters of Two Consecutive Images

Lesha, Virtyt - 2016

algorithms in Matlab that evaluate two consecutive images. These algorithms are: Mean Opinion Score (MOS), Peak Signal to Noise … from a video with a difference of 1 ms, which will be subject of entry in these three algorithms developed in Matlab. After …

Persistent link: https://www.econbiz.de/10011920365

Interfacing an industrial robot and MATLAB for predictive visual servoing

Krishnan, Megha G.; Vijayan, Abhilash T.; S., Ashok - In: Industrial Robot: the international journal of robotics … 48 (2020) 1, pp. 110-120

the commercial robot controllers with most widely used simulation platform, e.g. MATLAB in real-time with a demonstration … of visual predictive controller. Design/methodology/approach A remote personal computer (PC), running MATLAB, is … responds to a request from an FTP client (MATLAB) on a remote computer. MATLAB provides the basic platform for programming and …

Persistent link: https://www.econbiz.de/10014835634

Remote interactive platform for matching design of ship screw propeller and diesel engine based on Internet Plus

Yang, Kun; Hu, Biao - In: International journal of shipping and transport … 12 (2020) 1/2, pp. 4-18

Persistent link: https://www.econbiz.de/10012200907

A hitchhiker guide to empirical macro models

Canova, Fabio; Ferroni, Filippo - 2020

Persistent link: https://www.econbiz.de/10012321243

ORPIT : a matlab toolbox for option replication and portfolio insurance in incomplete markets

Katsikis, Vasilios N.; Mourtas, Spyridon D. - In: Computational economics 56 (2020) 4, pp. 711-721

Persistent link: https://www.econbiz.de/10012390445

Recurrent neural network-based speech recognition using MATLAB

James, Praveen Edward; Mun Hou Kit; Vaithilingam, … - In: International journal of intelligent enterprise 7 (2020) 1/2/3, pp. 56-66

Persistent link: https://www.econbiz.de/10012177243

A computational perception of locating multiple longest common subsequence in DNA sequences

Tamilpavai, G.; Padhma, R. Sripathy; Vishnuppriya, C. - In: International journal of intelligent enterprise 7 (2020) 1/2/3, pp. 93-106

Persistent link: https://www.econbiz.de/10012177253