死亡率
发表于 2025-3-30 08:51:18
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有机体
发表于 2025-3-30 13:45:04
https://doi.org/10.1007/978-3-8349-9276-5level, based on hidden Markov models (HMMs), finds global patterns from a DTS set. As a result, similar and periodic patterns are successfully extracted. We demonstrate our method on the analysis of “Exchange Rate Patterns” between the U.S. dollar and Australian dollar.
Lymphocyte
发表于 2025-3-30 20:37:22
Searching Financial Patterns with Self-organizing Mapsck index in the near future. We further test profitability performance by trading on these SOM-induced financial patterns. The equity-curve results show that SOM-induced trading strategy is able to outperform the buy-and-hold strategy in quite a significant period of time.
浮夸
发表于 2025-3-30 23:12:04
Financial Applications of Wavelets and Self-organizing Mapsfor the visualisation are based on the wavelet coefficients of 32-day trading periods with daily sampling of the closing value. The trajectory formed on the U-matrix of SOM shows the evolution of the individual stock and indicator data and aids the detection of abrupt changes in the behaviour of the time-series.