Multi indicator approach via mathematical inference for price dynamics in information fusion context
暂无分享,去创建一个
M. Nappi | A. Amorosia | G. Iovane | M. Leone | G. Tortora | G. Tortora | M. Nappi | G. Iovane | A. Amorosia | G. Tortora | M. Leone | M. Nappi | M. Leone | Antonino Amorosia | Marco Leone
[1] Hussein Zedan,et al. INFORMATION FUSION IN BIOMETRICS: A CASE STUDY IN ONLINE SIGNATURE , 2010 .
[2] Jia Wang,et al. User comments for news recommendation in forum-based social media , 2010, Inf. Sci..
[3] Erik Blasch,et al. JDL level 5 fusion model: user refinement issues and applications in group tracking , 2002, SPIE Defense + Commercial Sensing.
[4] Belur V. Dasarathy,et al. Information Fusion - what, where, why, when, and how? Editorial , 2001, Inf. Fusion.
[5] A. Tversky,et al. Prospect theory: analysis of decision under risk , 1979 .
[6] Jui-Chung Hung. A Fuzzy Asymmetric GARCH model applied to stock markets , 2009, Inf. Sci..
[7] Jingtao Yao,et al. A case study on using neural networks to perform technical forecasting of forex , 2000, Neurocomputing.
[8] Nigel Shadbolt,et al. Knowledge-Intensive Fusion for Improved Situational Awareness , 2005 .
[9] A. Tversky,et al. Prospect Theory : An Analysis of Decision under Risk Author ( s ) : , 2007 .
[10] Alan N. Steinberg,et al. Revisions to the JDL data fusion model , 1999, Defense, Security, and Sensing.
[11] Bassem Jarboui,et al. A fuzzy logic control using a differential evolution algorithm aimed at modelling the financial market dynamics , 2011, Inf. Sci..
[12] Ling Liu,et al. The effect of news and public mood on stock movements , 2014, Inf. Sci..
[13] Xiru Zhang. Non-Linear Predictive Models for Intra-Day Foreign Exchange Trading , 1994 .
[14] H. Bessembinder,et al. Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets , 1993, Journal of Financial and Quantitative Analysis.
[15] G. Ermentrout,et al. A Kinetic Thermodynamics Approach to the Psychology of Fluctuations in Financial Markets , 1990 .
[16] Andrew Harvey,et al. Forecasting, Structural Time Series Models and the Kalman Filter , 1990 .
[17] Tadeusz Burczynski,et al. Modeling and forecasting financial time series with ordered fuzzy candlesticks , 2014, Inf. Sci..
[18] J. Blackledge. Application of the Fractional Diffusion Equation for Predicting Market Behaviour , 2010 .
[19] Tomaso Aste,et al. Non-stationary multifractality in stock returns , 2013 .
[20] James Llinas,et al. Revisiting the JDL Data Fusion Model II , 2004 .
[21] M. Dempster,et al. A real-time adaptive trading system using genetic programming , 2001 .
[22] A. Tversky,et al. Prospect theory: an analysis of decision under risk — Source link , 2007 .
[23] Alexander Karlsson,et al. Dependable and generic high-level information fusion methods and algorithms for uncertainty management , 2007 .
[24] Lucien Wald,et al. Some terms of reference in data fusion , 1999, IEEE Trans. Geosci. Remote. Sens..
[25] Ren C. Luo,et al. Multisensor fusion and integration: approaches, applications, and future research directions , 2002 .
[26] Arun Ross,et al. Information fusion in biometrics , 2003, Pattern Recognit. Lett..
[27] Robert W. Colby,et al. The Encyclopedia of Technical Market Indicators , 1988 .
[28] T. D. Matteo,et al. Multi-scaling in finance , 2007 .
[29] G. Schwert. Why Does Stock Market Volatility Change Over Time? , 1988 .
[30] Michele Marchesi,et al. A hybrid genetic-neural architecture for stock indexes forecasting , 2005, Inf. Sci..
[31] Ching-Hsue Cheng,et al. A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting , 2010, Inf. Sci..
[32] J. Bollinger. Bollinger on Bollinger Bands , 2001 .
[33] Alan N. Steinberg,et al. Rethinking the JDL Data Fusion Levels , 2005 .
[34] Predicting Currency Pair Trends using the Fractal Market Hypothesis , 2011 .
[35] Mukesh Kumar Mehlawat,et al. Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels , 2016, Inf. Sci..
[36] Ben M. Chen,et al. Identification of stock market forces in the system adaptation framework , 2014, Inf. Sci..
[37] Rosario N. Mantegna,et al. Book Review: An Introduction to Econophysics, Correlations, and Complexity in Finance, N. Rosario, H. Mantegna, and H. E. Stanley, Cambridge University Press, Cambridge, 2000. , 2000 .
[38] Tom Ziemke,et al. An information fusion approach to controlling complexity in bioinformatics research , 2005, 2005 IEEE Computational Systems Bioinformatics Conference - Workshops (CSBW'05).
[39] J. McCauley. Thermodynamic analogies in economics and finance: instability of markets , 2003 .
[40] J. Wilder. New Concepts in Technical Trading Systems , 1978 .
[41] Gerardo Iovane,et al. Electronic access key based on innovative Information Fusion technique involving prime numbers and biometric data , 2011 .
[42] Fred Collopy,et al. How effective are neural networks at forecasting and prediction? A review and evaluation , 1998 .
[43] James Llinas,et al. Multisensor Data Fusion , 1990 .
[44] Adriano Lorena Inácio de Oliveira,et al. Expert Systems With Applications , 2022 .
[45] Tai-liang Chen,et al. An intelligent pattern recognition model for supporting investment decisions in stock market , 2016, Inf. Sci..