Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Hsio-Yi Lin"'
Autor:
Hsio-Yi Lin, Bin-Wei Hsu
Publikováno v:
Frontiers in Artificial Intelligence, Vol 6 (2024)
In recent years, the use of machine learning to predict stock market indices has emerged as a vital concern in the FinTech domain. However, the inherent nature of point estimation in traditional supervised machine learning models leads to an almost n
Externí odkaz:
https://doaj.org/article/c0cdbc048f45457cb3f9967a8145e9bb
Autor:
Hsio-Yi Lin, 林秀怡
96
The appraisement of asset price/return and volatility has always been the concerned topic in field of financial time series by the financial economists. After the introduction of the Autoregressive Conditional Heteroscedastic Model (ARCH) by
The appraisement of asset price/return and volatility has always been the concerned topic in field of financial time series by the financial economists. After the introduction of the Autoregressive Conditional Heteroscedastic Model (ARCH) by
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/68299277155906934765
Autor:
Hsio-Yi Lin
Publikováno v:
2021 International Conference on Technologies and Applications of Artificial Intelligence (TAAI).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ebd241128d7bddf8459c76c0baf1c7df
https://doi.org/10.1109/taai54685.2021.00043
https://doi.org/10.1109/taai54685.2021.00043
Autor:
An-Pin Chen, Hsio-Yi Lin
Publikováno v:
IJCNN
Artificial neural networks (ANNs) are promising approaches for financial time-series prediction. This study adopts a hybrid approach, called a fuzzy BPN, consisting of a back-propagation neural network (BPN) and a fuzzy membership function which take
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b128df82def81a9aa43647afc40228d5
https://doi.org/10.1109/ijcnn.2008.4634361
https://doi.org/10.1109/ijcnn.2008.4634361
Publikováno v:
2007 International Conference on Convergence Information Technology (ICCIT 2007).
This paper investigates the efficacy of neural networks and simple technical indicators in predicting stock market movement. The prediction system uses a back-propagation neural network and the KD and %R indicators. Our results show that monthly indi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::887af362c7f8ee336b7e83ec3c54896c
https://doi.org/10.1109/iccit.2007.374
https://doi.org/10.1109/iccit.2007.374
Autor:
An-Pin Chen, Hsio-Yi Lin
Publikováno v:
CIDM
Artificial neural networks (ANNs) are promising approaches for financial time series prediction and have been widely applied to handle finance problems because of its nonlinear structures. However, ANNs have some limitations in evaluating the output
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::486a0a7d2e684f59540f7e32bd15fecb
https://doi.org/10.1109/cidm.2007.368952
https://doi.org/10.1109/cidm.2007.368952
Publikováno v:
2011 International Conference on Advances in Social Networks Analysis & Mining (ASONAM); 2011, p751-754, 4p
Autor:
Hsio-Yi Lin, An-Pin Chen
Publikováno v:
2008 IEEE International Joint Conference on Neural Networks (IEEE World Congress on Computational Intelligence); 2008, p3918-3925, 8p