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  1. 161
    [en] TREND FILTERS ON TREND-FOLLOWING INVESTMENT STRATEGIES: AN APPLICATION TO FINANCIAL TIME SERIES OF EMERGING MARKETS
    by MARIA SIMONE ALVES DA SILVA
    Published 2018
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  2. 162
    An exploration of topological properties of high-frequency one-dimensional financial time series data using TDA
    by Truong, Patrick
    Published 2017
    “... of topological data analysis on one dimensional financial time series. Takens embedding theorem is used...”
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  3. 163
    Algorithms for noisy and nonstationary data : advances in financial time series forecasting and pattern detection with machine learning
    by Zlicar, Blaz
    Published 2018
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  4. 164
    Financial Time Series Forecasting using Nonlinear Independent Component Analysis, Support Vector Regression and Neural Network
    by Jung-Li Yang, 楊榮力
    Published 2009
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  5. 165
    Evaluating the performance of different wavelet basis functions and levels in forecasting financial time series using MARS and SVR
    by Chih-Hsiang Chang, 張智翔
    Published 2010
    “... reduce time of biulding model and having a standard in forecasting financial time series.It also brings...”
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  6. 166
    A Hybrid Approach Integrating Multiple ICEEMDANs, WOA, and RVFL Networks for Economic and Financial Time Series Forecasting
    by Jiang Wu, Tengfei Zhou, Taiyong Li
    Published 2020-01-01
    “...The fluctuations of economic and financial time series are influenced by various kinds of factors...”
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    Article
  7. 167
    A Maximal Tail Dependence-Based Clustering Procedure for Financial Time Series and Its Applications in Portfolio Selection
    by Xin Liu, Jiang Wu, Chen Yang, Wenjun Jiang
    Published 2018-10-01
    Subjects: “...financial time series...”
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    Article
  8. 168
    Forecasting financial time series using a low complexity recurrent neural network and evolutionary learning approach
    “... for predicting the financial time series data like the stock market indices over a time frame varying from 1 day...”
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    Article
  9. 169
    A deep learning framework for financial time series using stacked autoencoders and long-short term memory.
    by Wei Bao, Jun Yue, Yulei Rao
    Published 2017-01-01
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    Article
  10. 170
    Financial Time Series Modelling with Hybrid Model Based on Customized RBF Neural Network Combined With Genetic Algorithm
    by Lukas Falat, Dusan Marcek
    Published 2014-01-01
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    Article
  11. 171
    A Hybrid System by Integrating Case Based Reasoning and Fuzzy Decision Tree for Financial Time Series Data
    by Wan-Ling Pan, 潘宛玲
    Published 2008
    “.... This paper establishes a novel financial time series-forecasting model by a case based fuzzy decision tree...”
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  12. 172
    Dynamic Recursive-Based Optimal Learning Fuzzy Systems Design－Constructing Financial Time-series Prediction System
    by Hsiang-Chai Chou, 周祥在
    Published 2009
    “.... In this thesis, the dynamic recursive-based optimal learning algorithm is designed to build financial time-series...”
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  13. 173
    Applying Particle Swarm Optimization on the Taiwan Foreign Exchange Behavior Analysis in Dynamic Financial Time Series Forecasting
    “... to proceed dynamic financial time series forecasting and behavior analysis. ...”
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  14. 174
    A HYBRID SYSTEM BY INTEGRATING CASE BASED REASONING AND SUPPORT VECTOR MACHINE FOR FINANCIAL TIME SERIES DATA
    by Ya-Ting Chang, 張雅亭
    Published 2009
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  15. 175
    Using independent component analysis, support vector regression and artificial neural network for financial time series forecasting
    by Hsueh-Chun Chen, 陳學群
    Published 2006
    “...碩士 === 輔仁大學 === 應用統計學研究所 === 94 === As financial time series are inherently noisy, non-stationary...”
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  16. 176
    Financial Time-Series Modeling and Trading Strategy Design through Minority Games. Using TX of TAIFEX as Example
    by Yi-Yun Chiu, 邱翊雲
    Published 2011
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  17. 177
    Financial Time Series Forecasting Using Ensemble Empirical Decomposition Mode, Genetic Algorithm and Extreme Learning Machine
    by Jheng-Hong Lin, 林政弘
    Published 2011
    “...碩士 === 國立臺北科技大學 === 商業自動化與管理研究所 === 99 === Financial time series are inherently nonlinear and non...”
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  18. 178
    Interval Forecasting of Financial Time Series by Accelerated Particle Swarm-Optimized Multi-Output Machine Learning System
    by Jui-Sheng Chou, Dinh-Nhat Truong, Thuy-Linh Le
    Published 2020-01-01
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    Article
  19. 179
    Improving Financial Time Series Prediction Accuracy Using Ensemble Empirical Mode Decomposition and Recurrent Neural Networks
    “... propose a methodology to improve the predictability of financial time series by using the complete...”
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    Article
  20. 180
    The survival of the great financial journalism
    by Elvira CALVO GUTIÉRREZ
    Published 2014-07-01
    Subjects: “...Financial Times...”
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    Article
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