Predicting agent-based financial time series model on lattice fractal with random Legendre neural network

A multiscale modeling approach incorporating ARIMA and anns for financial market volatility forecasting

(2014) Yi Xiao et al.   Journal of Systems Science & Complexity

Dependence phenomenon analysis of the stock market

(2013) Wuyang Cheng et al.   EPL

Neural network learning from demonstration and epipolar geometry for visual control of a nonholonomic mobile robot

(2013) Marko Mitić et al.   SOFT COMPUTING

Volatility clustering and long memory of financial time series and financial price model

(2012) Hongli Niu et al.   DIGITAL SIGNAL PROCESSING

STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS

(2012) WEN FANG et al.   INTERNATIONAL JOURNAL OF MODERN PHYSICS C

Fluctuation prediction of stock market index by Legendre neural network with random time strength function

(2012) Fajiang Liu et al.   NEUROCOMPUTING

Modeling stock price dynamics by continuum percolation system and relevant complex systems analysis

(2012) Di Xiao et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Linking agent-based models and stochastic models of financial markets

(2012) L. Feng et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

Statistical analysis and forecasting of return interval for SSE and model by lattice percolation system and neural network

(2011) Fei Wang et al.   COMPUTERS & INDUSTRIAL ENGINEERING

Lattice-oriented percolation system applied to volatility behavior of stock market

(2011) Yao Yu et al.   JOURNAL OF APPLIED STATISTICS

Voter interacting systems applied to Chinese stock markets

(2011) Tiansong Wang et al.   MATHEMATICS AND COMPUTERS IN SIMULATION

Modeling and simulation of the market fluctuations by the finite range contact systems

(2010) Junhuan Zhang et al.   SIMULATION MODELLING PRACTICE AND THEORY

A hybrid neural network cybernetic system for quantifying cross-market dynamics and business forecasting

(2010) S. I. Ao   SOFT COMPUTING

A new approach based on artificial neural networks for high order multivariate fuzzy time series

(2009) Erol Egrioglu et al.   EXPERT SYSTEMS WITH APPLICATIONS

Forecasting stock market short-term trends using a neuro-fuzzy based methodology

(2009) George S. Atsalakis et al.   EXPERT SYSTEMS WITH APPLICATIONS

Forecasting model of global stock index by stochastic time effective neural network

(2009) Zhe Liao et al.   EXPERT SYSTEMS WITH APPLICATIONS

Fluctuations of stock price model by statistical physics systems

(2009) Jun Wang et al.   MATHEMATICAL AND COMPUTER MODELLING

Nonlinear channel equalization for wireless communication systems using Legendre neural networks

(2009) Jagdish C. Patra et al.   SIGNAL PROCESSING

Special issue on pattern recognition and information processing using neural networks

(2009) F.-C. Sun et al.   SOFT COMPUTING

A three-layer back-propagation neural network for spam detection using artificial immune concentration

(2009) Guangchen Ruan et al.   SOFT COMPUTING

Forecasting China’s Foreign Trade Volume with a Kernel-Based Hybrid Econometric-Ai Ensemble Learning Approach

(2008) Lean Yu et al.   Journal of Systems Science & Complexity

Efficient prediction of exchange rates with low complexity artificial neural network models

(2007) Ritanjali Majhi et al.   EXPERT SYSTEMS WITH APPLICATIONS