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- Financial time series is composed of bond profit, foreign exchange rate, stock price, futures price, etc. 金融时间序列包括债券、汇率、股票价格和金融期货价格等等。
- Fuzzy neural network with incremental learning ability (FNN-IL) was proposed to predict financial time series. 提出使用一种具有增量学习能力的模糊神经网络(FNN-IL)应用于金融时间序列的预测。
- The proposed method is applied to unsteady financial time series symbolization.Experimental result shows that the method is effective. 方法用于对非平稳金融时间序列进行了符号化转换，实验结果表明该方法是有效的。
- Abstract：It’s an important method for profiting and risk-evading to construct financial time series forecasting model. 内容提要：中国股指期货的推出指日可待，交易者多了一种投资工具的同时也带来了新的风险。
- A new probabilistic function for studying the multi-fractal features on the volatility of variance of financial time series is proposed. 提出了一种新的概率函数计算方法，用于研究金融时间序列在方差波动方面的多重分形特征。
- An improved method of support vector machine and its applications to financial time series forecasting Estimate of error bounds in the improved support vector regression. 大型工程对工程机械的正常安全运行提出了更高的要求,因此,现代大型工程机械普遍采用了电子监控与故障自诊断系统。
- Eversince, financial time series analysis is of prevalent interest to theoreticians for making inferences and predictions though it is primarily an empirical discipline. 自从他以后，金融时间序列分析在那些做推论和预测的理论家流行起来，尽管它主要是门经验学科。
- FNN-IL can automatically learn the knowledge contained in financial time series and track the running procedure of financial time series thus dynamically adjust the rule base. FNN-IL能学习蕴涵在时间序列中的知识，并能跟踪时间序列的运行从而动态调整模糊规则库。
- Recent empirical studies suggest that many observed financial time series have a slowly declining correlogram or, equivalently, have an infinite spectrum at zero frequency. 近来的实证研究发现许多观察到的金融时间序列具有缓慢减少的相关系数或者等价地在0频率下具有无限频谱，这种性质被称为长期记忆性。
- In order to provide theory foundation for financial market analysis, prediction and regulation, the author results thoroughly in financial time series by using data mining and wavelet. 本文充分利用数据挖掘和小波理论的优越性能对金融时间序列进行深入研究,从而为金融市场分析、预?y和监管提供理论依据。 主要研究内容如下:
- After constructing the RBF neuro-network added with the clustering method, we perform an experiment with it on the financial time series, and compare it with the primitive RBF neuro-network. 建立加入聚类分析的径向基神经网络模型，用金融时间序列做试验，并跟径向基神经网络模型进行比较。
- Financial time series has high randomicity and nonlinearity.Neural network is quite suitable in the process of financial time series data for its good ability of nonlinear mapping and generalization. 金融时间序列具有很强的随机性和非线性性,而神经网络具有良好的非线性映射能力及自适应、自学习和良好的泛化能力,因此非常适合处理金融时间序列这样的数据。
- The Econometric Modelling of Financial Time Series 金融时间序列的经济计量学模型
- RCR: A Similarity Model for Financial Time Series 一种面向金融时间序列的相似度量模型
- the vector financial time series 向量金融时间序列
- high-frequency financial time series 高频金融时间序列
- The financial times share index go up five point yesterday. 《金融时报》的股票指数昨天上升了五点。
- The Financial Times share index went up five points yesterday. 《金融时报》的股票指数昨天上升了五点。
- Financial Time Series Forecasting based on Nonlinear Tracking-Differentiator 基于非线性跟踪-微分器的金融时间序列预测
- This is called a deseasonalizing time series. 这叫调和时间数列。
