Showing 1 - 10 of 15
in stock forecasting. Neural networks are viewed as one of the more suitable techniques. In this study, an experiment on … the forecasting of the Stock Exchange of Thailand (SET) was conducted by using feedforward backpropagation neural networks … neural network models in the forecasting of SET. Several global and local factors influencing the Thai stock market were used …
Persistent link: https://www.econbiz.de/10009440856
Forecasting network data traffic is an important part of the function of planning and managing information systems … forecasting China west railway Transportation Management Information Systems (TMIS) network traffic. The predictive results …
Persistent link: https://www.econbiz.de/10009438343
In this paper, we present an analysis of the results of a study into wholesale (spot) electricity price forecasting … accuracy of electricity price forecasting models. The efficiency of NN and SVM retraining for price forecasting was evaluated … December 1998. The analysis of the results showed that SVMs with one unique solution, produce more consistent forecasting …
Persistent link: https://www.econbiz.de/10009448051
The aim of this paper is to develop new neural network algorithms to predict trading signals: buy, hold and sell, of stock market indices. Most commonly used classification techniques are not suitable to predict trading signals when the distribution of the actual trading signals, among theses...
Persistent link: https://www.econbiz.de/10009484615
One of the factors affecting the success or otherwise of the procurement process is the quality of its financial management. In many cases, particularly in the early stages of a project, this is dependent on the accuracy of forecasts of future costs. For risk management purposes, what is most...
Persistent link: https://www.econbiz.de/10009437537
Forecasting category or industry sales is a vital component of a company’s planning and control activities. Sales for … varying model significantly outperformed previous models both in terms of fitting and forecasting the sales data. …
Persistent link: https://www.econbiz.de/10009437593
Numerous econometric models have been proposed for forecasting property market performance, but limited success has …
Persistent link: https://www.econbiz.de/10009437836
In many product categories of durable goods such as TV, PC, and DVD player, the largest component of sales is generated by consumers replacing existing units. Aggregate sales models proposed by diffusion of innovation researchers for the replacement component of sales have incorporated several...
Persistent link: https://www.econbiz.de/10009438070
Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M) model to estimate a time-varying measure of risk aversion that is based on the observed risk...
Persistent link: https://www.econbiz.de/10009475637
forecasting methods employ cumulative production volume instead of time as the crucial explanatory variable, following Wright … work goes beyond identifying the most relevant factors in cost innovation. Our goal is to provide practical forecasting … information technology, Technological Forecasting & Social Change, 73 (2006) 1061-1083. H. Koh, C.L. Magee, A functional approach …
Persistent link: https://www.econbiz.de/10009476085