We compare the performance of various advanced forecasting techniques, namely artificial neural networks, k-nearest neighbors, logistic regression, Naïve Bayes, random forest …
This study showcased the Markov switching autoregressive model with time-varying parameters (MSAR-TVP) for modeling nonlinear time series with structural changes. This …
In this paper, a method for nonparametric regression estimation in a time-varying environment is presented. The orthogonal series-based kernels are used to design learning …
Z Cai, X Li, R Ruiz, Q Li - Future Generation Computer Systems, 2018 - Elsevier
Big data applications usually need to rent a large number of virtual machines from Cloud computing providers. As a result of the policies employed by Cloud providers, the prices of …
B Cai, K Li, L Zhao, R Zhang - IEEE Transactions on Cloud …, 2020 - ieeexplore.ieee.org
Modern resource management frameworks guarantee low tail latency for long-running services using the resource over-provisioning method, resulting in serious waste of …
C Grillenzoni, M Fornaciari - Econometrics and Statistics, 2019 - Elsevier
Sequential analysis of medical time series has important implications when data concern vital functions of the human body. Traditional monitoring of vital signs is performed by …
S Inayati, N Iriawan, I Irhamah… - AIP Conference …, 2024 - pubs.aip.org
The global crisis has led to the transmission of economic hardships among nations, impacting multiple countries, with significant effect on stock prices. This study investigates …
The Vietnamese stock market provides an interesting and enriching test field for the application of trading expert systems as its economy is opening up, has high growth rate and …
Long-term investors can often bear the risk of outsized market movements or tail events more easily than the average investor; for bearing this risk, they hope to earn significant …