不公开
发表于 2025-3-25 07:10:49
https://doi.org/10.1007/978-981-19-3593-0asting. The novelty of FGP-2 is that, as a forecasting tool, it provides the user with a handle for tuning the precision against the rate of missing opportunities. This allows the user to pick investment opportunities with greater confidence.
bioavailability
发表于 2025-3-25 10:22:20
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阶层
发表于 2025-3-25 12:27:33
Wolfgang Dunkel,Margit Weihrich JPY/USD markets. GARCH(1,1) models serve used as a benchmark. While the GARCH model outperforms the genetic program at short horizons using the mean-squared-error (MSE) criterion, the genetic program often outperforms the GARCH at longer horizons and consistently returns lower mean absolute forecast errors (MAE).
Innovative
发表于 2025-3-25 16:52:19
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Blood-Vessels
发表于 2025-3-25 23:00:12
Eddie for Financial Forecastingasting. The novelty of FGP-2 is that, as a forecasting tool, it provides the user with a handle for tuning the precision against the rate of missing opportunities. This allows the user to pick investment opportunities with greater confidence.
起皱纹
发表于 2025-3-26 04:03:20
Forecasting Market Indices Using Evolutionary Automatic Programming trading rules for market indices. A number of markets are analysed; these are the UK’s FTSE, Japan’s Nikkei, and the German DAX. The preliminary findings indicate that the methodology has much potential.
贿赂
发表于 2025-3-26 06:59:43
Using a Genetic Program to Predict Exchange Rate Volatility JPY/USD markets. GARCH(1,1) models serve used as a benchmark. While the GARCH model outperforms the genetic program at short horizons using the mean-squared-error (MSE) criterion, the genetic program often outperforms the GARCH at longer horizons and consistently returns lower mean absolute forecast errors (MAE).
Nebulizer
发表于 2025-3-26 10:17:36
https://doi.org/10.1007/978-1-4615-0835-9Arbitrage; Finance; Sage; Simulation; agents; algorithms; automatic programming; cash flow; genetic programm
hypotension
发表于 2025-3-26 16:39:42
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痛苦一下
发表于 2025-3-26 19:37:38
Customer Relationship Management applications, such as forecasting, trading, and portfolio management. We then trace the recent extensions to cash flow management, option pricing, volatility forecasting, and arbitrage. The direction then turns to agent-based computational finance, a bottom-up approach to the study of financial mar