Search Results - subject:"neural network model"

Implied volatility forecast and option trading strategy

Liu, Dehong; Liang, Yucong; Zhang, Lili; Lung, Peter P.; … - In: International review of economics & finance : IREF 71 (2021), pp. 943-954

Persistent link: https://www.econbiz.de/10012630807

The forecasting efficiency of monthly stock indices between macroeconomic factors and technical indicators by using augmented genetic algorithm and artificial neural network model

Goo, Yeong-Jia; Chen, Chia-Chen - In: Modern economy 11 (2020) 7, pp. 1329-1341

Persistent link: https://www.econbiz.de/10012506741

Integrated buffer monitoring and control based on grey neural network

Zhang, Junguang; Wan, Dan - In: Journal of the Operational Research Society 70 (2019) 3, pp. 516-529

Persistent link: https://www.econbiz.de/10012212487

A Dynamic Weighted Distancedbased Fuzzy Time Series Neural Network with Bootstrap Model for Option Price Forecasting

Yang, Chih-Chung; Leu, Yungho; Lee, Chien-Pang - In: Journal for Economic Forecasting (2014) 2, pp. 115-129

function neural network model and a bootstrap method. In the proposed model, the dynamic n-order 2-factor fuzzy time series … dataset for the radial basis function neural network model to forecast the option price. However, the sample size of option …

Persistent link: https://www.econbiz.de/10010797473

Crude oil risk forecasting : new evidence from multiscale analysis approach

He, Kaijian; Tso, Kwok Fai Geoffrey; Zou, Yingchao; Liu, Jia - In: Energy economics 76 (2018), pp. 574-583

Persistent link: https://www.econbiz.de/10011976731

A neural network to solve quadratic programming problems with fuzzy parameters

Mansoori, Amin; Effati, Sohrab; Eshaghnezhad, Mohammad - In: Fuzzy optimization and decision making : a journal of … 17 (2018) 1, pp. 75-101

Persistent link: https://www.econbiz.de/10012065037

Using an agent-based neural-network computational model to improve product routing in a logistics facility

Becker, Till; Illigen, Christoph; McKelvey, Bill; … - In: International journal of production economics 174 (2016), pp. 156-167

Persistent link: https://www.econbiz.de/10011448583

Modelling social dilemmas : a regret-driven neural network model

Birajdar, Ganesh S.; Battu, Balaraju; Jaiswal, Krishnavtar - In: Studies in microeconomics 4 (2016) 2, pp. 115-126

Persistent link: https://www.econbiz.de/10011904111

Forecasting model and assessment of the innovative and scientific-technical policy of Ukraine in the sphere of innovative economy formation

Yurynets, Zoryna - In: Investment management and financial innovations 13 (2016) 2, pp. 16-23

Persistent link: https://www.econbiz.de/10011647544

Comparing RMB exchange rate forecasting accuracy based on dynamic BP neural network model and the ARMA model

Ye, Zhiqiang; Ren, Xiang; Shan, Yaling - In: Inventi impact: international trade (2016) 4, pp. 209-213

Persistent link: https://www.econbiz.de/10011684488