Lecture note 6 最近の更新履歴 Keisuke Kawata's HP

Therefore, the biggest successful goal of women’s lives would still be marriage with the prince, and children in the world would simply accept a market strategy which

In models with regime switching, Guo and Zhang 6 considered the model with a two-state Markov chain. Using a smooth-fit technique, they were able to convert the optimal stopping

The aim of this paper is to present modified neural network algorithms to predict whether it is best to buy, hold, or sell shares trading signals of stock market indices.. Most

In the complete model, there are locally stable steady states, coexisting regular or irregular motions either above or below Y 1 100, and complex dynamics fluctuating across bull

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

To evaluate the optimal hedging portfolio produced by the risk minimization algorithm for an option n 30 days to expiration, the stock prices for October 15, 2002 through September

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