The motivation for this article is the investigation of the use of a promising class of neural network (NN) models, higher order neural networks (HONNs), when applied to the task of forecasting and trading the 21-day-ahead realised volatility of the FTSE 100 futures index. This is done by...

The motivation for this paper is to investigate the use of alternative novel neural network architectures when applied to the task of forecasting and trading the Euro/Dollar (EUR/USD) exchange rate. This is done by benchmarking three different neural network designs representing a Higher Order...

The objective of this study is to investigate the use, the stability and the robustness of alternative novel neural network (NN) architectures when applied to the task of forecasting and trading the Euro/Dollar (EUR/USD) exchange rate using the European Central Bank (ECB) fixing series with only...

Let F and G be multivariate probability distribution functions, each with equal one dimensional marginals, such that there exists a sequence of constants an 0, n [set membership, variant] , with [formula] for all continuity points (x1, ..., xd) of G. The distribution function G is characterized...

In this paper, we consider convex optimization problems with cone constraints (CPC in short). We study generalized weak sharp minima properties for (CPC) in the Banach space and Hilbert space settings, respectively. Some criteria and characterizations for the solution set to be a set of...

Evaporative cooling is an energy efficient and environmentally friendly air conditioning technology. Research and application of evaporative cooling in China have been very fruitful; however, they were little known to the world because most of works were published in Chinese. Therefore, this...

In this paper, we study Levitin–Polyak type well-posedness for generalized vector variational inequality problems with abstract and functional constraints. Various criteria and characterizations for these types of well-posednesses are given. Copyright Springer-Verlag 2008