BibSonomy :: user  :: brazovayeye ::

bookmarks

publications

(2)   

• Dynamical model reconstruction and accurate prediction of power-pool time series
  Vinay Varadan and Henry Leung and Eloi Bosse IEEE Transactions on Instrumentation and Measurement55(1):327--336February2006.
  to attractor-dimension, nonlinearity time series nonlinear programming, Lyapunov-dimension calculation, systems, basis price embedding, correlation-dimension embedding GP, analysis, Lyapunov power stationarity power-pool dynamical approximations, fractal-dimension system, model and squares demand Lyapunov-spectrum, series, reconstruction, predictor, algorithms, network, radial chaotic chaos, prediction markets, fractals, Chaos, function time-series fractal net exponents, estimation, price, least tests, (RBF) prediction, neural methods, estimates, theory, delay dynamics, demand, genetic local low-dimensional state-space dimension, by brazovayeye on Jun 19, 2008, 5:35 PM
  BibTeX 
• Risk-adjusted, ex ante, optimal technical trading rules in equity markets
  Christopher J. Neely International Review of Economics and Finance12(1):69--87Spring2003.
  to Equity programming, price, Trading rule, algorithms, genetic analysis, Stock price Technical by brazovayeye on Jun 19, 2008, 5:35 PM
  URL | BibTeX