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Aug 22, 2014 · Results of the experiments demonstrate that the proposed approach can significantly improve OHR decisions for mid-term and long-term hedging ...
In this study, a novel procedure combining computational intelligence and statistical methodologies is proposed to improve the accuracy of minimum-variance ...
Aug 22, 2014 · The first step is to collect the market price of spots and futures as original data. Next, the original price series is sampled so it coincides ...
In this study, a novel procedure combining computational intelligence and statistical methodologies is proposed to improve the accuracy of minimum-variance ...
Y.C. Hsu, A.P. Chen, Clustering time series data by SOM for the optimal hedge ratio estimation, in: Proccedings of the Third International Conference on ...
In this study, a novel approach is proposed using self-organizing map (SOM, also called Kohonen's Self-Organizing Feature Map) for time series data clustering ...
Dive into the research topics of 'A clustering time series model for the optimal hedge ratio decision making'. Together they form a unique fingerprint. Sort by ...
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Clustering Time Series Data by SOM for the Optimal Hedge Ratio Estimation by Yu-Chia Hsu, An-Pin Chen.
Missing: decision making.
In this study, a novel approach is proposed using self-organizing map (SOM, also called Kohonen's Self-Organizing Feature Map) for time series data clustering ...
Missing: decision making.
It is a useful approach for exploratory data analysis as it identifies structure(s) in an unlabelled dataset by objectively organizing data into similar groups.