In this paper we examine feed-forward neural networks using genetic algorithms in the training process instead of error backpropagation algorithm. Additionally real encoding is preferred to binary encoding as it is more appropriate to find the optimum weights. We use learning and momentum rates...

This paper examines the efficiency of decision trees on US economic crisis periods. Many other studies examined various approaches, like noise-to-ratio models, discrete choice models, neural networks, fuzzy logic and neuro-fuzzy systems among others. Two approaches are applied. The first is a...

The purpose of the paper is to test empirically the existence of the environmental Kuznets curve (EKC), using existing and new Panel Smoothing Transition Regressions (PSTR) in the city of London. More specifically, two new PSTR are proposed, the Gaussian and the Generalized Bell function used...

In this paper we provide MATLAB routines for two major used trading rules, the moving average indicator and MACD oscillator as also the GARCH univariate regression with Monte Carlo simulations and wavelets decomposition, which is an update of an older algorithm

In this paper we provide a simple MATLAB routine which computes the moving median with trend and seasonality. This approach is linear and for this reason has its disadvantages. So this routine can be improved by combining Monte-Carlo simulations, genetic algorithms simulations and wavelets...

This paper examines the consumers' preferences to the local furniture market in the Province of Serres. We apply a multinomial logit model to investigate the probability of buying a furniture in the following four-monthly period. We analyze also the demographic characteristics and we conclude...

This paper presents a programming routine in MATLAB software for applications in calendar effects or anomalies in stock returns. The calendar effects which are tested is the turn-of-the-month, the day-of-the-Week, the month-of-the-Year and the semi-month effect

In this paper we present Markowitz finance portfolio theory and efficient frontier with no bootstrap simulation , with single ordinary bootstrap and finally with double bootstrap simulation and we conclude that there are significant differences between those estimations. We prefer bootstrap...

The purpose of this paper is to examine if there are calendar anomalies in the Greek Stock market and to confirm the findings of other researches. Specifically two models are presented, one for the day of the week effect test and other for the month of the year effect. We provide GARCH...

In this work we show a briefly presentation of four approaches to opinion polls. The example we present here, is referred on exit polls which have been realized for the elections of Serres Municipal in Greece on October 22nd of 2006. The methodology can be applied in any opinion poll, not only...