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A simple multivariate ARCH model specified by random coefficients 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2006, 卷号: 51, 期号: 3, 页码: 1779-1802
作者:  Fong, P. W.;  Li, W. K.;  An, Hong-Zhi
收藏  |  浏览/下载：96/0  |  提交时间：2018/07/30
likelihood ratio test  maximum likelihood estimation  multivariate autoregressive conditional heteroscedasticity  nonconstant correlation  random coefficient model  Hadamard product  star product  
Currency crisis forecasting with general regression neural networks 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2006, 卷号: 5, 期号: 3, 页码: 437-454
作者:  Yu, Lean;  Lai, Kin Keung;  Wang, Shou-Yang
收藏  |  浏览/下载：90/0  |  提交时间：2018/07/30
currency crisis forecasting  general regression neural network (GRNN)  exchange rate volatility  currency crisis early-warning system  
Comparisons of the different frequencies of input data for neural networks in foreign exchange rates forecasting 期刊论文
COMPUTATIONAL SCIENCE - ICCS 2006, PT 4, PROCEEDINGS, 2006, 卷号: 3994, 页码: 517-524
作者:  Huang, Wei;  Yu, Lean;  Wang, Shouyang;  Bao, Yukun;  Wang, Lin
收藏  |  浏览/下载：87/0  |  提交时间：2018/07/30
Selection of the appropriate lag structure of foreign exchange rates forecasting based on autocorrelation coefficient 期刊论文
ADVANCES IN NEURAL NETWORKS - ISNN 2006, PT 3, PROCEEDINGS, 2006, 卷号: 3973, 页码: 512-517
作者:  Huang, Wei;  Wang, Shouyang;  Zhang, Hui;  Xiao, Renbin
收藏  |  浏览/下载：143/0  |  提交时间：2018/07/30
An adaptive BP algorithm with optimal learning rates and directional error correction for foreign exchange market trend prediction 期刊论文
ADVANCES IN NEURAL NETWORKS - ISNN 2006, PT 3, PROCEEDINGS, 2006, 卷号: 3973, 页码: 498-503
作者:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载：78/0  |  提交时间：2018/07/30
A reliability-based RBF network ensemble model for foreign exchange rates predication 期刊论文
NEURAL INFORMATION PROCESSING, PT 3, PROCEEDINGS, 2006, 卷号: 4234, 页码: 380-389
作者:  Yu, Lean;  Huang, Wei;  Lai, Kin Keung;  Wang, Shouyang
收藏  |  浏览/下载：78/0  |  提交时间：2018/07/30
testingforlongmemoryintheasianforeignexchangerates 期刊论文
journalofsystemsscienceandcomplexity, 2006, 卷号: 19, 期号: 2, 页码: 182
作者:  Abdol S Soofi;  Shouyang Wang;  Yuqin Zhang
收藏  |  浏览/下载：209/0  |  提交时间：2020/01/10