Titlebook: Decision Technologies for Computational Finance; Proceedings of the f Apostolos-Paul N. Refenes,Andrew N. Burgess,John E Conference proceed

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创造性

Raimundo Barreto,Roberto Sirventapping and cross validation are used as a general framework for estimating objectives out of sample by redrawing subsets from a training sample. Evolution is used to search the large space of potential network architectures. The combination of these two methods creates a network estimation and selec

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敲诈

Raimundo Barreto,Roberto Sirvent-linear dynamics. This paper describes a methodology for selecting relative value stocks using the principle of non linear cointegration. The forecast of the cointegration residuals is being made using neural networks in order to capture any short-run dynamics in the estimation process. The trading

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Shose Kessi,Shahnaaz Suffla,Mohamed Seedatp GARCH(1,1) processes and construct bootstrap QML estimators. It is shown that this bootstrap procedure “works” in the sense that it is consistent. Simulation results demonstrate the small sample behaviour of the proposed bootstrap method.

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Insubordinate

978-0-7923-8309-3Springer Science+Business Media Dordrecht 1998

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The Codes of Overt AdvertisementsThe question of dependence of returns has been investigated in many ways. This paper proposes a matrix that sheds some light on many of these dependencies. In particular, overreaction and shock persistence and delayed reaction seem to play important roles and could well explain the presence of nonlinearities in the return series.

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https://doi.org/10.1007/978-3-030-24166-7This note summarizes the remarks as discussant of Blake LeBaron’s paper . at NNCM/CF97 in London. First, the main contributions of the paper are placed in a general modeling framework. Second, some ideas for further analysis are given. Third, possible relationships between minimal architectures and poor local minima are discussed.