Financial Time Series Analysis of SV Model by Hybrid Monte Carlo

Lecture Notes in Computer Science - Advanced Intelligent Computing Theories and Applications. With Aspects of Theoretical and Methodological Issues ◽

10.1007/978-3-540-87442-3_114 ◽

2008 ◽

pp. 929-936 ◽

Author(s):

Tetsuya Takaishi

Keyword(s):

Time Series ◽

Monte Carlo ◽

Time Series Analysis ◽

Financial Time Series ◽

Hybrid Monte Carlo ◽

Financial Time ◽

Series Analysis

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Kalman Filter and Financial Time Series Analysis

Eco-friendly Computing and Communication Systems - Communications in Computer and Information Science ◽

10.1007/978-3-642-32112-2_40 ◽

2012 ◽

pp. 339-351 ◽

Author(s):

M. P. Rajan ◽

Jimson Mathew

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Analysis ◽

Financial Time Series ◽

Financial Time ◽

Series Analysis

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Multistage Covariance Approach to Measure the Randomness in Financial Time Series Analysis

Agent and Multi-Agent Systems: Technologies and Applications - Lecture Notes in Computer Science ◽

10.1007/978-3-642-22000-5_63 ◽

2011 ◽

pp. 610-619

Author(s):

Ryszard Szupiluk ◽

Piotr Wojewnik ◽

Tomasz Ząbkowski

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Financial Time Series ◽

Financial Time ◽

Series Analysis

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A Primer on Financial Time Series Analysis

Elements of Financial Risk Management ◽

10.1016/b978-0-12-374448-7.00003-8 ◽

2012 ◽

pp. 39-64

Author(s):

Peter F. Christoffersen

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Financial Time Series ◽

Financial Time ◽

Series Analysis

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Knowledge Patterns in Evolutionary Decision Support Systems for Financial Time Series Analysis

Lecture Notes in Computer Science - Applications of Evolutionary Computing ◽

10.1007/978-3-642-01129-0_24 ◽

2009 ◽

pp. 203-212

Author(s):

Piotr Lipinski

Keyword(s):

Time Series ◽

Decision Support ◽

Time Series Analysis ◽

Decision Support Systems ◽

Support Systems ◽

Financial Time Series ◽

Financial Time ◽

Series Analysis

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Stock price forecasting model based on modified convolution neural network and financial time series analysis

International Journal of Communication Systems ◽

10.1002/dac.3987 ◽

2019 ◽

Vol 32 (12) ◽

pp. e3987 ◽

Author(s):

Jiasheng Cao ◽

Jinghan Wang

Keyword(s):

Neural Network ◽

Time Series ◽

Time Series Analysis ◽

Stock Price ◽

Financial Time Series ◽

Convolution Neural Network ◽

Forecasting Model ◽

Price Forecasting ◽

Financial Time ◽

Series Analysis

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Financial time series analysis using Total-CApEn and Avg-CApEn with cumulative histogram matrix

Communications in Nonlinear Science and Numerical Simulation ◽

10.1016/j.cnsns.2018.03.016 ◽

2018 ◽

Vol 63 ◽

pp. 239-252 ◽

Author(s):

Jinyang Li ◽

Pengjian Shang

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Financial Time Series ◽

Financial Time ◽

Series Analysis

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A Similarity-Based Approach for Financial Time Series Analysis and Forecasting

Lecture Notes in Computer Science - Database and Expert Systems Applications ◽

10.1007/978-3-642-40173-2_11 ◽

2013 ◽

pp. 94-108

Author(s):

Marcos Vinicius Naves Bedo ◽

Davi Pereira dos Santos ◽

Daniel S. Kaster ◽

Caetano Traina

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Financial Time Series ◽

Financial Time ◽

Series Analysis

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Bayesian Compressed Vector Autoregression for Financial Time-Series Analysis and Forecasting

IEEE Access ◽

10.1109/access.2019.2895022 ◽

2019 ◽

Vol 7 ◽

pp. 16777-16786 ◽

Author(s):

Paponpat Taveeapiradeecharoen ◽

Kosin Chamnongthai ◽

Nattapol Aunsri

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Vector Autoregression ◽

Financial Time Series ◽

Financial Time ◽

Series Analysis

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Financial time series analysis using the relation between MPE and MWPE

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2019.122716 ◽

2020 ◽

Vol 537 ◽

pp. 122716 ◽

Author(s):

Shijian Chen ◽

Pengjian Shang

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Financial Time Series ◽

Financial Time ◽

Series Analysis

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Financial Time Series Analysis Based on Normalized Mutual Information Functions

International Journal on Cybernetics & Informatics ◽

10.5121/ijci.2013.2401 ◽

2013 ◽

Vol 2 (4) ◽

pp. 1-8

Author(s):

David Blokh

Keyword(s):

Time Series ◽

Mutual Information ◽

Time Series Analysis ◽

Financial Time Series ◽

Normalized Mutual Information ◽

Information Functions ◽

Financial Time ◽

Series Analysis

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