Showing 1 - 10 of 33
Velcro rales, as a kind of crackles, are relatively specific for lung fibrosis and usually the first clinical clue of interstitial lung disease (ILD). We proposed an automatic analytic tool based on Hilbert–Huang transform (HHT) for the computerized identification of Velcro rales. In...
Persistent link: https://www.econbiz.de/10011059303
Using statistical physics, we study support vector machines (SVMs) learning noisy target rules in cases when the optimal predictor is a polynomial of the inputs. If the kernel of the SVM has sufficiently high order or is transcendental, the scale of the learning curve and the asymptote is...
Persistent link: https://www.econbiz.de/10010590973
The participants in the electricity market are concerned very much with the market price evolution. Various technologies have been developed for price forecasting. The SVM (Support Vector Machine) has shown its good performance in market price forecasting. Two approaches for forming the market...
Persistent link: https://www.econbiz.de/10010591105
In a previous work (J. Geophys. Res. (2004)), we have proposed a simple physical model to explain the accelerating displacements preceding some catastrophic landslides, based on a slider-block model with a state- and velocity-dependent friction law. This model predicts two regimes of sliding,...
Persistent link: https://www.econbiz.de/10010872181
Leverage is strongly related to liquidity in a market and lack of liquidity is considered a cause and/or consequence of the recent financial crisis. A repurchase agreement is a financial instrument where a security is sold simultaneously with an agreement to buy it back at a later date....
Persistent link: https://www.econbiz.de/10010873135
. We present a partial assessment of this prediction at the time of revision of this manuscript (early January 2004 …
Persistent link: https://www.econbiz.de/10010873440
We examine the effectiveness of frequently used technical indicators for intra-day forecast by applying them on the tick data of various stock prices. We show that the optimal combination of a few indicators chosen for each stock by using evolutional computation provides us a good forecast on...
Persistent link: https://www.econbiz.de/10010873708
We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the “space” variable, which is opposite to the normal description...
Persistent link: https://www.econbiz.de/10011057166
prediction for the unknown future of the US S&P500 index extending over 2003 and 2004, that refines the previous prediction of …
Persistent link: https://www.econbiz.de/10011058501
investors leading to a competition between positive and negative feedbacks in the pricing process. A monthly prediction for the … future evolution of the US S&P 500 index has been issued, monitored and updated in (http://www.ess.ucla.edu/faculty/sornette/prediction/index.asp#prediction …
Persistent link: https://www.econbiz.de/10011059088