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The Prediction of a dynamic, volatile and unpredictable stock market has been a challenging issue for the researchers over the past few years. This paper discusses stock market related technical indicators, computing mathematical models , most preferred algorithms used in data science industries...
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simulation results show that the DNNs using two PCA-represented datasets give significantly higher classification accuracy than …
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learning process (splitting data, choosing the best performing algorithm among the alternatives, and testing this algorithm for …
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I propose a new tool to characterize the resolution of uncertainty around FOMC press conferences. It relies on the construction of a measure capturing the level of discussion complexity between the Fed Chair and reporters during the Q&A sessions. I show that complex discussions are associated...
Persistent link: https://www.econbiz.de/10012487767
This paper compares models trained with classification algorithm with those trained using regression algorithm. We use … classification algorithm have statistically significant mean returns, unlike regression algorithm, in which only 3 out of 10 models …
Persistent link: https://www.econbiz.de/10014255218
via univariate and multivariate analysis of the data, and an EM-algorithm is developed for its estimation in conjunction …. density forecasting, EM-algorithm, fat tails, mixture distributions, multivariate laplace distribution, Quasi …
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