Financial Time Series
Learning Financial Time Series for Prediction of the Stock Exchange Market
... to time series within the financial sector, specifically data from 75 companies on the Mexican stock exchange ...formal financial services, would encourage more participation in a formal ...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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Performance evaluation of series and parallel strategies for financial time series forecasting
... in financial time series forecasting is ...on time series forecasting and modeling widely use a combination of different models and metaheuristic optimization ...on time ...
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Application of Higher Order Neural Networks to Financial Time Series Prediction
... Traditional areas in which ANNs are known to excel are pattern recognition, pattern matching, and mathematical function approximation (nonlinear regression). However, they suffer from several well-known limitations. They ...
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Comparing Clustering Algorithms using Financial Time-series data
... manner. Time-series analysis is used in many future prediction tasks based on previously observed values, mixing cluster analysis and time-series data to serve the initial purpose that ...
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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 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 ...
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Does Chaos Matter in Financial Time Series Analysis?
... for financial analysis and forecasting but they suffer from a number of serious shortcomings for studying financial fluctuations (Potter, ...the financial time series, leaving, often, ...
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Financial Time Series Prediction Using Spiking Neural Networks
... for financial time series prediction and the MLP and the DRPNN based on the absolute value of the error on out of sample ...these financial time series ...
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Financial Time Series Modelling of Trends and Patterns in the Energy Markets
... This paper details the empirical analysis of financial time series data. We consider the official daily prices from the trading floor of the New York Mercantile Exchange (NYMEX) for a specific ...
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Financial time series representation using multiresolution important point retrieval method
... In this paper, we introduce a TS-binary search tree for financial time series data based on.. a Multiresolution ImportaNt pOits Retrieval (MINOR) method.[r] ...
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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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Financial time series forecasting using Simulated Annealing and Support Vector Regression
... Financial time series forecasting was done using stocks from the BMV, one of the main reasons is that these series have been barely studied in recent researches, and FEMSA and CEMEX had the ...
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Adoptive Trend Following Strategy In Financial Time Series With Multi-Objective Function
... in financial time series; fundamental and technical ...utilizes financial time series data such as stock price and trading ...
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The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures
... corresponding time series. But quite remarkably it misses the time-reversal asymmetry reported in Lynch and Zumbach [37] and Zumbach ...real financial time series are not ...
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Enhancement in Financial Time Series Prediction with Feature Extraction in Text Mining Techniques
... only financial investors, but also scholars and professionals from different fields, because successful prediction can help investors to give up major ...between financial news and their impacts to the ...
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The art of fitting financial time series with Levy stable distributions
... In this paper, a method is proposed for fitting financial log-return time series with L´evy α-stable distributions. It uses the program stable.exe developed by Nolan [14] and the ...
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Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data
... Spectral analysis is widespread in well developed areas, such as biology, astrophysics, engineering, and telecommunications. It is mainly used in applications where either oscillatory properties or pattern recurrence are ...
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Fractal Geometry of Financial Time Series
... in time-series in general and in the stock market in particular is the scaling behavior of the absolute size of the jumps across lags of size ...first time introduced L´ evy’s stable random variables ...
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Extended Wiener Measure by Nonstandard Analysis for Financial Time Series
... It is known that the solution of the Bessel’s equation is described by the first and the second Bessel function. They are typical special functions and described by the Fourier series. The Fourier series is ...
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