Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Julio E. Sandubete"'
Publikováno v:
AIMS Mathematics, Vol 9, Iss 4, Pp 9419-9434 (2024)
The adjusted precision of economic values is essential in the global economy. In recent years, researchers have increased their interest in making accurate predictions in this type of time series; one of the reasons is that the characteristics of thi
Externí odkaz:
https://doaj.org/article/f50ff0ee6bef4c15adb17f007e0eea9e
Publikováno v:
Applied Sciences, Vol 14, Iss 23, p 11081 (2024)
Deep learning techniques have significantly advanced time series prediction by effectively modeling temporal dependencies, particularly for datasets with numerous observations. Although larger datasets are generally associated with improved accuracy,
Externí odkaz:
https://doaj.org/article/963f426837ef49558b91e6f19eb4e2d2
Publikováno v:
Mathematics, Vol 12, Iss 12, p 1920 (2024)
The economic time series prediction literature has seen an increase in research leveraging artificial neural networks (ANNs), particularly the multilayer perceptron (MLP) and, more recently, transformer networks. These ANN models have shown superior
Externí odkaz:
https://doaj.org/article/75f503ba2a1e4f82bb60b87086a17a64
Publikováno v:
Mathematics, Vol 11, Iss 23, p 4843 (2023)
Structural change tests aim to identify evidence of a structural break or change in the underlying generating process of a time series. The BDS test has its origins in chaos theory and seeks to test, using the correlation integral, the hypothesis tha
Externí odkaz:
https://doaj.org/article/878d298fc8684c6bb36b1e6f5bcdf893
Publikováno v:
Frontiers in Psychology, Vol 13 (2022)
This article presents the analysis of the main Spanish political candidates for the elections to be held on April 2019. The analysis focuses on the Facial Expression Analysis (FEA), a technique widely used in neuromarketing research. It allows to ide
Externí odkaz:
https://doaj.org/article/f036d68d730046559152baab7e4418c1
Publikováno v:
Mathematics, Vol 11, Iss 2, p 286 (2023)
In this paper, we analyse two interesting applications related to the dynamics of economic phenomena linked to the Efficient Market Hypothesis (EMH), informative surprises, and the Model-Data Paradox of Chaos in certain top currency pairs from the fo
Externí odkaz:
https://doaj.org/article/9fbb0f9d8b704f5ea39241396f44f735
Autor:
Lorenzo Escot, Julio E. Sandubete
Publikováno v:
Applied Mathematics and Computation. 436:127498
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8d5d44daf4cbf5957c5f8b138b08aa47
https://doi.org/10.1016/j.amc.2022.127498
https://doi.org/10.1016/j.amc.2022.127498
Publikováno v:
Frontiers in psychology. 13
This article presents the analysis of the main Spanish political candidates for the elections to be held on April 2019. The analysis focuses on the Facial Expression Analysis (FEA), a technique widely used in neuromarketing research. It allows to ide
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1ac3e8e2b0cbc32a476bdeab56cc95c2
https://pubmed.ncbi.nlm.nih.gov/35615169
https://pubmed.ncbi.nlm.nih.gov/35615169
Autor:
Lorenzo Escot, Julio E. Sandubete
Publikováno v:
E-Prints Complutense. Archivo Institucional de la UCM
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Chaos theory has been hailed as a revolution of thoughts and attracting ever-increasing attention of many scientists from diverse disciplines. Chaotic systems are non-linear deterministic dynamic systems which can behave like an erratic and apparentl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ed79e2ef861e57fceb35b07abdafeb8e
https://eprints.ucm.es/id/eprint/68071/1/escot_lorenzo_dchaos.pdf
https://eprints.ucm.es/id/eprint/68071/1/escot_lorenzo_dchaos.pdf
Publikováno v:
Communications in Nonlinear Science and Numerical Simulation. 102:105901
In this paper we test for nonlinearity and chaos in some cryptocurrencies returns and volatility. Financial markets are characterized by the so-called chaos model-data paradox, that is, it is relatively easy to design theoretical dynamic financial mo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c43d05359361afac6584c87beee16fd1
https://doi.org/10.1016/j.cnsns.2021.105901
https://doi.org/10.1016/j.cnsns.2021.105901