2 resultados para Gataker, Charles, 1614 or 15-1680.

em Boston University Digital Common


Relevância:

30.00% 30.00%

Publicador:

Resumo:

http://www.archive.org/details/eastofthebarrier00grahuoft

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.