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.
In securities markets, the expected rates of security returns are difficult to estimate precisely due to many uncertainties. In this paper, the author deals with the returns on securities in fuzzy terms. We use fuzzy number to deal with the uncertainty. Considering the three factors (return, risk and liquidity), we obtain a portfolio selection model based on the weighted possibilistic mean and variance...
Correspond to Markowitz's classical model and other models which derived from statistical instruments and a regular efficient market, the author deals with the returns on securities in fuzzy terms. On the basis of the weighted possibilistic means, we compare the interval-valued expectation caused by a class of weighted functions. And indicate different ambiguity averse practitioners can choose different...
To improve the forecasting precision and generalization capability of neural network, a novel neural network ensemble method is proposed, in which bagging algorithm is used to generate neural network individuals and root of mean square error is adopted as a rule to measure the similarity between networks.By the affinity propagation clustering algorithm, neural network individuals with high precision...
The NARX network is a dynamical neural architecture commonly used for input-output modeling of nonlinear dynamical systems. When applied to time series prediction, the NARX network is designed as a feedforward time delay neural network (TDNN), i.e., without the feedback loop of delayed outputs, reducing substantially its predictive performance. In this paper, it is shown that the original architecture...
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.