PANK-A financial time series prediction model integrating principal component analysis, affinity propagation clustering and nested k-nearest neighbor regression
L Tang, H Pan, Y Yao - Journal of Interdisciplinary Mathematics, 2018 - Taylor & Francis
This paper proposes an integrated computational intelligence model called PANK for
financial time series prediction. A PANK model consists of three parts: 1) Principal …
financial time series prediction. A PANK model consists of three parts: 1) Principal …
A new method for logging identification of fluid properties in tight sandstone gas reservoirs based on gray correlation weight analysis—A case study of the Middle …
S Feng, R Xie, W Zhou, S Yin, M Deng, J Chen… - Interpretation, 2021 - library.seg.org
Energy exploration is becoming increasingly complex worldwide, and tight sandstone gas is
an important field for the future development of the oil and gas industry. For the reservoir …
an important field for the future development of the oil and gas industry. For the reservoir …
Forecasting of option prices using a neural network model
TY Chang, YH Wang, HY Yeh - Journal of Accounting, Finance …, 2013 - search.proquest.com
This study applies backpropagation neural network to forecast Taiwan stock index option
prices. Some typical option price indicators are chosen first, and then inputted into …
prices. Some typical option price indicators are chosen first, and then inputted into …
Medium-long power load forecasting based on improved Grey BP model
X Li, P Zhang - 2009 First International Workshop on Education …, 2009 - ieeexplore.ieee.org
The power load forecasting precision being influenced by many factors, the traditional
forecasting tools are not very taking the role. In fact, BP network has the characteristics of the …
forecasting tools are not very taking the role. In fact, BP network has the characteristics of the …
Stock index volatility: evidence for stock index options in Taiwan
CT Lin, HY Yeh - Journal of Information and Optimization Sciences, 2008 - Taylor & Francis
This study applies artificial neural network to forecast Taiwan stock index option prices from
2005 to 2006. This study compares the option pricing model using three approaches to …
2005 to 2006. This study compares the option pricing model using three approaches to …