financial time
Modelling and Analysis on Noisy Financial Time Series
... of time series has at- tracted much attention from statistical and machine learning perspectives [1,2], with a variety of applications in different fields ...analyzing financial time series, however, ...
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Learning Financial Time Series for Prediction of the Stock Exchange Market
... of time series is investigated in [4] with three classical forecasting methods, Neural Networks (NN), Adaptive Neuro-Fuzzy Inference System (ANFIS), and Least-Squares Support Vector Machine ...for time ...
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Financial Time Series Modelling of Trends and Patterns in the Energy Markets
... in financial time series, though, most often, a GARCH model with a non-normal error distribution is required in order to fully capture the observed fat tail behaviour in financial time ...
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Does Chaos Matter in Financial Time Series Analysis?
... long time, the efficient market hypothesis (EMH) has been the dominant theory used to explain the mechanism of stocks’ prices ...in financial time series have led to criticise the ...
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Application of Higher Order Neural Networks to Financial Time Series Prediction
... to financial time-series prediction, PHONN groups produce up to an order of magnitude performance improvement over PHONNs — more specifically around ...
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Financial Time Series Prediction Using Spiking Neural Networks
... for financial time series ...noisy time series were used: IBM stock data; US/Euro exchange rate data, and the price of Brent crude ...to financial data forecasting and this in turn indicates ...
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Neural Networks For Financial Time Series
... of financial analysis, where prediction of the future values has a significant importance for proper cash ...predicting financial time series data and we also tried to present the necessary ...
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A Neuro-wavelet Method for the Forecasting of Financial Time Series
... Abstract—We propose a wavelet neural network model (neuro-wavelet) for the short-term forecast of stock returns from high-frequency financial data. The proposed hybrid model combines the inherent capability of ...
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Modelling financial time series with SEMIFAR GARCH model
... of financial time series. Often financial time series exhibit conditional heteroskedasticity, ...a financial process often depends on the past information but the mean may ...
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Statistical analysis of some financial time series models
... How to characterize the conditional distribution of asset returns is an important issue in risk management. This is because it is a key ingredient of option pricing, while in portfolio management the choice of equity ...
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Tests for an end of sample bubble in financial time series
... In this paper we examine the issue of detecting explosive behaviour in economic and …nancial time series when an explosive episode is both ongoing at the end of the sample, and of …nite length. We propose a ...
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Fractal Geometry of Financial Time Series
... a time series is to estimate the mean of the size of the jumps across time lags of size k, and to look for a scaling behavior of this quantity as a function of ...economic time series it is customary ...
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The art of fitting financial time series with Levy stable distributions
... Daily values for the MIB30 and DJIA adjusted close have been downloaded from http://it.finance.yahoo.com and http://finance.yahoo.com, respectively, for the pe- riod 1 January 2000 - 3 August 2006 [22]. The MIB30 is an ...
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Testing extreme dependence in financial time series
... initial time for a period of 4 weeks are shown in Figure 6, Figure 7, and in Figure 8, with a moving window of 3 years (about 156 data points) and 4 years (about 208 data points), and step of one month (about 4 ...
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Extended Wiener Measure by Nonstandard Analysis for Financial Time Series
... We propose a new approach to construct an extended Wiener measure using nonstandard analysis by E. Nelson. For the new definition we construct non-standardized convolution of probability measure for independent ran- dom ...
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Real time monitoring for explosive financial bubbles
... in financial time ...real time during the monitoring period with corresponding sub-sample statistics obtained from a prior training ...real time monitoring period statistics with the maximum ...
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Spurious long range dependence: evidence from Malaysian equity markets
... (LRD) financial time series (Mandelbrot,1997) has received great interests from academicians and researchers particularly in financial risks management as well as new finding (Muller et ...
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Financial globalisation uncertainty/instability is good for financial development
... that financial development is poverty-inhibiting (Efobi et ...African financial development literature is the issue of surplus liquidity in financial institutions that is limiting financial ...
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SMS hashing system (Real-Time) for the reliability of financial transactions
... the financial crime cases rises repeatedly in recent years, a lot of criminals tamper with the ATM terminal and steal user's credit card and password by illegal ...shortest time, which will bring enormous ...
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Globalization, financial crisis and contagion: time dynamic evidence from financial markets of developing countries
... emerging financial markets were affected by the recent global financial ...global financial booms (as a result of external financial shocks) through financial market ...India’s ...
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