submitted by jin 2 months ago - Topic: Informatics
Forecasting stock prices is a major activity of financial firms and private investors when they make investment decisions. Feature extraction is usually the first step of a stock price forecasting model development. Wavelet transform, used mainly for the extraction of information contained in sig...
submitted by morgi 1 year and 7 months ago - Topic: Informatics
Subject to shocks worldwide, the metals markets in the era of structural changes and globalization have seen a very competitive and volatile market environment. Proper risk measurement and management in the metals markets are of critical value to the investors belonging to different parts of the ...
submitted by zopotireos 11 months ago - Topic: Informatics
Several portfolio selection models take into account practical limitations on the number of assets to include and on their weights in the portfolio. We present here a study of the Limited Asset Markowitz (LAM) model, where the assets are limited with the introduction of quantity and cardinality c...
submitted by gono3119 4 months ago - Topic: Informatics
Spatial contagion between two financial markets X and Y appears when there is more dependence between X and Y when they are doing badly than when they exhibit typical performance. In this paper, we introduce an index to measure the contagion effects. This tool is based on the use of suitable copu...
submitted by armadillo 3 months ago - Topic: Informatics
Online voltage stability assessment is one of the vital requirements for intricate electric power systems. Due to the restructuring and liberalization, modern power systems tend to operate close to their stability limits with small security margin. In such environment, online voltage stability ev...
submitted by 8miladiis 2 years and 6 months ago - Topic: Informatics
Efficient portfolio design is a real challenge in the area of computational finance. Optimisation based on Markowitz (1959) two-objective mean-variance approach is computationally expensive for real financial world. Practical portfolio design introduces further complexity as it requires the optim...
submitted by RogXzav 2 years and 6 months ago - Topic: Informatics
Supply chain management (SCM) plays a vital role in the growth of the industry, survival in the market, in the production rate and the dynamic interaction among the suppliers and customers. This paper analyses a supply chain model and the dynamic interaction between its variables using system dyn...
submitted by heghstrang 2 years and 5 months ago - Topic: Informatics
Due to the remarkable time-frequency property obtained from the wavelet packet and the excellent generalization ability derived from the least squares support vector machine (LS-SVM), a novel approach is proposed, which focuses on the research on state detects of the pressure vessels. The minimum...
submitted by juliewalton 2 years and 4 months ago - Topic: Informatics
In this paper, we introduce a new formalism for mesh geometry prediction. We derive a class of smooth linear predictors from a simple approach based on the Taylor expansion of the mesh geometry function. We use this method as a generic way to compute weights for various linear predictors used for...
submitted by vinadivon 2 years and 3 months ago - Topic: Informatics
In financial times series analysis, unit root test is one of the most important research issues. This paper is aimed to propose a new simple and efficient stochastic simulation algorithm for computing Bayes factor to detect the unit root of stochastic volatility models. The proposed algorithm is ...
