Sökning: "Antonio Sawaya"

Hittade 1 uppsats innehållade orden Antonio Sawaya.

  1. 1. Financial time series analysis : Chaos and neurodynamics approach

    Kandidat-uppsats, Datateknik

    Författare :Antonio Sawaya; [2010]
    Nyckelord :Chaos; fractals; neural networks; cognitive process. time series; stock markets; finance; artificial intelligence; Hurst; Lyapunov; Takens Embedding Theorem; Monte Carlo simulation; predictive modeling;

    Sammanfattning : This work aims at combining the Chaos theory postulates and Artificial Neural Networks classification and predictive capability, in the field of financial time series prediction. Chaos theory, provides valuable qualitative and quantitative tools to decide on the predictability of a chaotic system. LÄS MER