Based on cluster analysis, a novel method is introduced in this paper to generate multistage scenarios. A linear programming model is proposed to exclude the arbitrage opportunity by appending a scenario to the generated scenario set. By means of a cited stochastic linear goal programming...

To enhance the prediction accuracy for crude oil price, a novel ensemble learning paradigm coupling complementary ensemble empirical mode decomposition (CEEMD) and extended extreme learning machine (EELM) is proposed. This novel method is actually an improved model under the effective...

This paper presents AVE and CPFR concepts and their characteristics, establishes and analyzes the AVE-based CPFR working flow, and illustrates the content of the grid resource management and the mission in relation to the corresponding grid resource management system. It focuses on the working...

In this paper, a modified least squares support vector machine classifier, called the C-variable least squares support vector machine (C-VLSSVM) classifier, is proposed for credit risk analysis. The main idea of the proposed classifier is based on the prior knowledge that different classes may...

Artificial neural networks (ANNs) have been widely applied to finance and economic forecasting as a powerful modeling technique. By reviewing the related literature, we discuss the input variables, type of neural network models, performance comparisons for the prediction of foreign exchange...