The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
This paper proposes a new model to calculate minimum variance hedge ratio based on EGARCH-Copula-EWMA model. Based on Minimum variance hedging model, the new model calculates Futures yield rate by EGARCH model and Spot yield rate by EWMA model respectively when it calculates the median correlation coefficient of Futures yield rate and Spot yield rate. The new model make the nonlinear phase-matching...
The current gold market show a high degree of nonlinearity and uncertainty, in order to predicted the gold price, Empirical Mode Decomposition (EMD) is introduced, the use the EMD orthogonal decompose the special functions into a finite number of independent intrinsic mode functions (IMFs), then Grouping the IMFs according different frequencies, using support vector regression (SVR) to predict each...
This paper proposed a hybrid model to improve the single SVR model. The hybrid model that is composed of neural network and support vector machine (SVR) has a two-stage neural network architecture. In the first stage, self-organizing feature map (SOM) can be used as a clustering algorithm to partition the whole input space into several disjointed regions. In the second stage, based on the principle...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.