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Neuro-Fuzzy approach for the predictions of economic crisis
Giovanis, Eleftherios - Volkswirtschaftliche Fakultät, … - 2008
In this paper we present the neuro-fuzzy technology for the prediction of economic crisis of USA economy. Our findings … useful for forecasting purposes. We have developed a MATLAB routine to show how ANFIS procedure works and it is provided for …
Persistent link: https://www.econbiz.de/10008614993
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Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization
Giovanis, Eleftherios - Volkswirtschaftliche Fakultät, … - 2008
applications for S&P 500, FTSE 100 stock returns and for unemployment rate are presented and MATLAB routines are provided. …
Persistent link: https://www.econbiz.de/10008614998
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Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis
Giovanis, Eleftherios - Volkswirtschaftliche Fakultät, … - 2008
effect of FTSE 100 for a short period. A full programming routine written in MATLAB software environment is provided for …
Persistent link: https://www.econbiz.de/10008615050
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THE COMPUTATIONAL INTELLIGENCE TECHNIQUES FOR PREDICTIONS - ARTIFICIAL NEURAL NETWORKS
Bar, Mary Violeta - In: Annals of University of Craiova - Economic Sciences Series 2 (2014) 42, pp. 184-190
The computational intelligence techniques are used in problems which can not be solved by traditional techniques when there is insufficient data to develop a model problem or when they have errors.Computational intelligence, as he called Bezdek (Bezdek, 1992) aims at modeling of biological...
Persistent link: https://www.econbiz.de/10010897104
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PREDICTING THE EXCHANGE RATE EUR-LEU WITH SVM
Ciobanu, Dumitru - In: Annals of University of Craiova - Economic Sciences Series 2 (2012) 40, pp. 151-158
a model that use SVM to predict the exchange rate EUR-LEU. I’ve used the Matlab programming language for numerical …
Persistent link: https://www.econbiz.de/10010819617
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Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system
Maciel, Leandro S. - In: Fuzzy Economic Review XVI (2011) 2, pp. 59-73
Recently, option pricing has become the focus of risk managers, policymakers, traders and more generally all market participants, since they find valuable information in these contracts. This paper suggests the pricing performance evaluation on Brazilian exchange rate R$ (Reais) per US$ (U.S....
Persistent link: https://www.econbiz.de/10010611276
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Additional Smoothing Transition Autoregressive Models
Giovanis, Eleftherios - Volkswirtschaftliche Fakultät, … - 2008
algorithm instead to nonlinear squares. Some numerical applications are presented and MATLAB routines are provided …
Persistent link: https://www.econbiz.de/10008615011
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A Comparison Between Two Predictive Models of Artificial Intelligence
Dumitru, Ciobanu; Violeta, Bar Mary - In: Ovidius University Annals, Economic Sciences Series XII (2012) 2, pp. 362-367
compare the results of prediction obtained with those two models. The Support Vector Machine model exceeds the Neural Network … model regarding the prediction horizon. …
Persistent link: https://www.econbiz.de/10010675560
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Deep learning predictive models for terminal call rate prediction during the warranty period
Ferencek, Aljaž; Kofjač, Davorin; Škraba, Andrej; … - In: Business Systems Research (BSR) 11 (2020) 2, pp. 36-50
Background: This paper addresses the problem of products' terminal call rate (TCR) prediction during the warranty …
Persistent link: https://www.econbiz.de/10015408619
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Predicting abnormal stock return volatility using textual analysis of news: A meta-learning approach
Myšková, Renáta; Hájek, Petr; Olej, Vladimír - In: Amfiteatru Economic Journal 20 (2018) 47, pp. 185-201
intensively utilized the textual analysis of news and other firm-related documents in volatility prediction models. It has been … improves the prediction accuracy of abnormal stock return volatility. The fact that the length of news articles is more …
Persistent link: https://www.econbiz.de/10012004548