Issue 1/2014
Content (17 Articles)
Preface — special issue on complex data processing methods and their applications to economic systems
Hossein Hassani, Shouyang Wang, Xun Zhang
A self-similar local neuro-fuzzy model for short-term demand forecasting
Hossein Hassani, Majid Abdollahzadeh, Hossein Iranmanesh, Arash Miranian
Combining singular spectrum analysis and PAR(p) structures to model wind speed time series
Moisés Lima de Menezes, Reinaldo Castro Souza, José Francisco Moreira Pessanha
Estimating multi-country prosperity index: A two-dimensional singular spectrum analysis approach
Jiawei Zhang, Hossein Hassani, Haibin Xie, Xun Zhang
Cluster-based regularized sliced inverse regression for forecasting macroeconomic variables
Yue Yu, Zhihong Chen, Jie Yang
Information identification in different networks with heterogeneous information sources
Xu Feng, Wei Zhang, Yongjie Zhang, Xiong Xiong
Forecasting time series with genetic programming based on least square method
Fengmei Yang, Meng Li, Anqiang Huang, Jian Li
Is technical analysis informative in UK stock market? Evidence from decomposition-based vector autoregressive (DVAR) model
Haibin Xie, Jiangze Bian, Mingxi Wang, Han Qiao
A rough set approach to feature selection based on scatter search metaheuristic
Jue Wang, Qi Zhang, Hedar Abdel-Rahman, M. Ibrahim Abdel-Monem
Robust trading rule selection and forecasting accuracy
Harald Schmidbauer, Angi Rösch, Tolga Sezer, Vehbi Sinan Tunalioğlu
A transfer forecasting model for container throughput guided by discrete PSO
Jin Xiao, Yi Xiao, Julei Fu, Kin Keung Lai
American option pricing under GARCH diffusion model: An empirical study
Xinyu Wu, Wenyu Yang, Chaoqun Ma, Xiujuan Zhao
A quantitative model for intraday stock price changes based on order flows
Meng Li, Xiaofeng Hui, Misao Endo, Kazuo Kishimoto
A multiscale modeling approach incorporating ARIMA and anns for financial market volatility forecasting
Yi Xiao, Jin Xiao, John Liu, Shouyang Wang