PDFファイル 3L3OS26a オーガナイズドセッション「OS26 金融情報学―ファイナンスにおける人工知能応用― 」

In the present paper, the methods of independent component analysis ICA and principal component analysis PCA are integrated into BP neural network for forecasting financial time

In 6, we noted reasons to include hereditary price structures to a B, S-market model and then introduced such a model using a functional differential equation to describe the dynamics

Bearing these ideas in mind, for the stock market analysis, in the next section, is adopted i the set of thirty-three SMI listed in Table 1 ii the CWs for the signal analysis, iii

Hilbert’s 12th problem conjectures that one might be able to generate all abelian extensions of a given algebraic number field in a way that would generalize the so-called theorem

In Section 3, we show that the clique- width is unbounded in any superfactorial class of graphs, and in Section 4, we prove that the clique-width is bounded in any hereditary

We can also confirm that the spreading speed coincides with the minimal wave speed of regular traveling waves of (1.1), which has been founded in many reaction-diffusion

Keywords: continuous time random walk, Brownian motion, collision time, skew Young tableaux, tandem queue.. AMS 2000 Subject Classification: Primary:

As a consequence of this characterization, we get a characterization of the convex ideal hyperbolic polyhedra associated to a compact surface with genus greater than one (Corollary