Based on the perceived internal structure of market price movements on appropriate time scales, a series of interrelated pattern recognition techniques were designed and applied to the cyclic analysis of financial futures markets. The research analysis is based on technical analysis which is...

Prediction in financial domains is notoriously difficult for a number ofreasons. First, theories tend to be weak or non-existent, which makesproblem formulation open ended by forcing us to consider a large numberof independent variables and thereby increasing the dimensionality ofthe search...

Stock markets are affected by many interrelated factors such as economics and politics at both national and international levels. Predicting stock indices and determining the set of relevant factors for making accurate predictions are complicated tasks. Neural networks are one of the popular...

Some aspects of economic systems (eg, nonlinearity, qualitative variables) are intractable when incorporated into models. The widespread practice of excluding them (or greatly limiting their role) produces deviations of unknown size and form between the resulting models and the reality they...

A major cause of deforestation in Lao PDR is associated with commercial timber harvesting. While there exists a legal timber industry, timber harvesting in Laos is often illegal. Little information is available regarding the illegal Lao timber industry. However, it would appear that both illegal...

Incremental learning has been widely addressed in the machine learning literature to cope with learning tasks where the learning environment is ever changing or training samples become available over time. However, most research work explores incremental learning with statistical algorithms or...

Incremental learning has been widely addressed in the machine learning literature to cope with learning tasks where the learning environment is ever changing or training samples become available over time. However, most research work explores incremental learning with statistical algorithms or...

This paper considers the design of reduced complexity 2 band QMF filter banks. In order to ensure perfect reconstruction, a lattice architecture has been adopted. Genetic algorithms are used to search for an optimal set of coefficients comprising simple sums of signed power of two terms. This...

The profitability of momentum portfolios in the equity markets is derived from the continuation of stock returns over medium time horizons. The empirical evidence of momentum, however, is significantly different across markets around the world. The purpose of this dissertation is to: 1) help...