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We propose a hybrid forecast based on extended discrete grey Markov and variable dimension Kalman model and show that our hybrid model can improve much more the performance of forecast than traditional grey Markov and Kalman models. Our…

Computational Engineering, Finance, and Science · Computer Science 2012-07-10 Gol Kim , Ri Suk Yun

This paper proposes an exchange rate forecasting method by using the grey relative combination approach of chaos wavelet SVM-Markov model. The problem of short-term forecast of exchange rate by using the comprehensive method of the phase…

Computational Engineering, Finance, and Science · Computer Science 2012-07-09 Kim Gol , Ri Suk Yun

To understand and predict the performance of scientific applications, several analytical and machine learning approaches have been proposed, each having its advantages and disadvantages. In this paper, we propose and validate a hybrid…

Performance · Computer Science 2019-02-27 Huda Ibeid , Siping Meng , Oliver Dobon , Luke Olson , William Gropp

In a universe with a single currency, there would be no foreign exchange market, no foreign exchange rates, and no foreign exchange. Over the past twenty-five years, the way the market has performed those tasks has changed enormously. The…

Artificial Intelligence · Computer Science 2016-11-17 Ajith Abraham

In this article, a Hybrid Fuzzy Regression Model with Asymmetric Triangular Fuzzy Coefficients and optimized $h-$value in Generalized Linear Models (GLM) framework have been developed. The weighted functions of Fuzzy Numbers rather than the…

We present a novel hybrid strategy based on machine learning to improve curvature estimation in the level-set method. The proposed inference system couples enhanced neural networks with standard numerical schemes to compute curvature more…

Machine Learning · Computer Science 2022-09-29 Luis Ángel Larios-Cárdenas , Frédéric Gibou

We show how models for prediction with expert advice can be defined concisely and clearly using hidden Markov models (HMMs); standard HMM algorithms can then be used to efficiently calculate, among other things, how the expert predictions…

Machine Learning · Computer Science 2008-02-15 Wouter Koolen , Steven de Rooij

Quantifying predictive uncertainty is essential for real world machine learning applications, especially in scenarios requiring reliable and interpretable predictions. Many common parametric approaches rely on neural networks to estimate…

Machine Learning · Statistics 2026-03-31 Yang Yang , Chunlin Ji , Haoyang Li , Ke Deng

Accurate software development effort estimation is critical to the success of software projects. Although many techniques and algorithmic models have been developed and implemented by practitioners, accurate software development effort…

Software Engineering · Computer Science 2015-12-02 Wei Lin Du , Luiz Fernando Capretz , Ali Bou Nassif , Danny Ho

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

In this paper we aim to improve existing empirical exchange rate models by accounting for uncertainty with respect to the underlying structural representation. Within a flexible Bayesian non-linear time series framework, our modeling…

Econometrics · Economics 2018-12-04 Niko Hauzenberger , Florian Huber

The existing fractional grey prediction models mainly use discrete fractional-order difference and accumulation, but in the actual modeling, continuous fractional-order calculus has been proved to have many excellent properties, such as…

General Mathematics · Mathematics 2020-10-28 Wanli Xie , Caixia Liu , Weidong Li , Wenze Wu , Chong Liu

A model-based approach to forecasting chaotic dynamical systems utilizes knowledge of the physical processes governing the dynamics to build an approximate mathematical model of the system. In contrast, machine learning techniques have…

Machine Learning · Computer Science 2018-05-09 Jaideep Pathak , Alexander Wikner , Rebeckah Fussell , Sarthak Chandra , Brian Hunt , Michelle Girvan , Edward Ott

Quantification and minimization of uncertainty is an important task in the design of electromagnetic devices, which comes with high computational effort. We propose a hybrid approach combining the reliability and accuracy of a Monte Carlo…

Machine Learning · Computer Science 2022-04-12 Mona Fuhrländer , Sebastian Schöps

Scientific analysis often relies on the ability to make accurate predictions of a system's dynamics. Mechanistic models, parameterized by a number of unknown parameters, are often used for this purpose. Accurate estimation of the model…

Dynamical Systems · Mathematics 2017-11-01 Franz Hamilton , Alun Lloyd , Kevin Flores

Identifying university students' weaknesses results in better learning and can function as an early warning system to enable students to improve. However, the satisfaction level of existing systems is not promising. New and dynamic hybrid…

Neural and Evolutionary Computing · Computer Science 2019-03-29 Tarik A. Rashid , Dosti K. Abbas , Yalin K. Turel

We describe a simple method that utilises the standard idea of bias-variance trade-off to improve the expected accuracy of numerical model forecasts of future climate. The method can be thought of as an optimal multi-model combination…

Atmospheric and Oceanic Physics · Physics 2009-11-11 Stephen Jewson , Ed Hawkins

We consider unsupervised estimation of mixtures of discrete graphical models, where the class variable corresponding to the mixture components is hidden and each mixture component over the observed variables can have a potentially different…

Machine Learning · Statistics 2012-07-03 A. Anandkumar , D. Hsu , F. Huang , S. M. Kakade

This paper presents performance analysis of hybrid model comprise of concordance and Genetic Programming (GP) to forecast financial market with some existing models. This scheme can be used for in depth analysis of stock market. Different…

Statistical Finance · Quantitative Finance 2013-05-16 Mahesh S. Khadka , K. M. George , N. Park , J. B. Kim

In this paper, we advance a recently-proposed uncertainty decoding scheme for DNN-HMM (deep neural network - hidden Markov model) hybrid systems. This numerical sampling concept averages DNN outputs produced by a finite set of feature…

Machine Learning · Computer Science 2016-09-08 Christian Huemmer , Ramón Fernández Astudillo , Walter Kellermann
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