Showing 1 - 10 of 12
Recent advances in the field of kernel-based machine learning methods allow fast processing of text using string kernels utilizing suffix arrays. kernlab provides both kernel methods' infrastructure and a large collection of already implemented algorithms and includes an implementation of...
Persistent link: https://www.econbiz.de/10008484604
We introduce a generic simulation framework suitable for agent-based simulations featuring the support of heterogeneous agents, hierarchical scheduling, and flexible specification of design parameters. One key aspect of this framework is the design specification: we use a format based on the...
Persistent link: https://www.econbiz.de/10005674163
The search for deterministic chaos in economic and financial time series has attracted much interest over the past decade. Evidence of chaotic structures is usually blurred, however, by large random components in the time series. In the first part of this paper, a sophisticated algorithm for...
Persistent link: https://www.econbiz.de/10014620831
The search for deterministic chaos in economic and financial time series has attracted much interest over the past decade. Evidence of chaotic structures is usually blurred, however, by large random components in the time series. In the first part of this paper, a sophisticated algorithm for...
Persistent link: https://www.econbiz.de/10005459056
The search for deterministic chaos in economic and financial time series has attracted much interest over the past decade. Evidence of chaotic structures is usually blurred, however, by large random components in the time series. In the first part of this paper, a sophisticated algorithm for...
Persistent link: https://www.econbiz.de/10004966169
Persistent link: https://www.econbiz.de/10008486792
Persistent link: https://www.econbiz.de/10008533779
Persistent link: https://www.econbiz.de/10005172918
Motivated by previous findings that discretization of financial time series can effectively filter the data and reduce the noise, this experimental study compares the trading performance of predictive models based on different modelling paradigms in a realistic setting. Different methods ranging...
Persistent link: https://www.econbiz.de/10009210091
This paper proposes a new model for studying the new product development process in an artificial environment. We show how connectionist models can be used to simulate the adaptive nature of agents' learning exhibiting similar behavior as practically experienced learning curves. We study the...
Persistent link: https://www.econbiz.de/10009214106