[HTML][HTML] Comparison of financial models for stock price prediction

MR Islam, N Nguyen - Journal of Risk and Financial Management, 2020 - mdpi.com
Time series analysis of daily stock data and building predictive models are complicated. This
paper presents a comparative study for stock price prediction using three different methods …

[HTML][HTML] Global stock selection with hidden Markov model

N Nguyen, D Nguyen - Risks, 2020 - mdpi.com
Hidden Markov model (HMM) is a powerful machine-learning method for data regime
detection, especially time series data. In this paper, we establish a multi-step procedure for …

Diseño e implementación de un sistema basado en" Machine Learning" para la detección y caracterización automática de eventos sísmicos

CA Murúa Fredes - 2023 - repositorio.uchile.cl
El desarrollo de sistemas automáticos, confiables y robustos para detección de terremotos
es una tarea desafiante y necesaria. El rendimiento de estos puede empeorar si disminuye …

Extension of Hull-White Model to a Jump Process

AM Udoye, LS Akinola - FUOYE Journal of Pure and Applied …, 2020 - fjpas.fuoye.edu.ng
A lot of spikes occur in the interest rate markets due to sudden happenings such as inflation,
government policies, natural disaster, etc. The spikes bring about jumps, thus modelling of …

Youngstown Temperature Forecast

D Gessler, N Zimmerman - csuohio.edu
Conclusions Predict temperature in Youngstown, using 30-year data, 1987-2017:• 25-years
for training, 5-years for testing• Four months represent the four seasons in a year: March …