Stock investors usually make their short-term investment decisions according to recent stock information such as the late market news, technical analysis reports, and price fluctuations. To reflect these short-term factors which impact stock price, this paper proposes a comprehensive fuzzy time-seri
✦ LIBER ✦
Forecasting the turning time of stock market based on Markov–Fourier grey model
✍ Scribed by Yen-Tseng Hsu; Ming-Chung Liu; Jerome Yeh; Hui-Fen Hung
- Book ID
- 108128200
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 202 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0957-4174
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
High-order fuzzy time-series based on mu
✍
Tai-Liang Chen; Ching-Hsue Cheng; Hia-Jong Teoh
📂
Article
📅
2008
🏛
Elsevier Science
🌐
English
⚖ 514 KB
The effect of investor psychology on the
✍
Ying Fan; Shang-Jun Ying; Bing-Hong Wang; Yi-Ming Wei
📂
Article
📅
2009
🏛
Elsevier Science
🌐
English
⚖ 437 KB
Power spectrum density equation of fluct
✍
Yoshio Ebina; Mamoru Mukuno; Kazuki Nakajima; Ryuzo Shingai; Alan G. Hawkes
📂
Article
📅
1992
🏛
John Wiley and Sons
🌐
English
⚖ 849 KB
## Abstract The measured power spectrum density PWS~EX~ of the fluctuating membrane current of neurons often differs from the well known Lorentz curve. Representing the frequency dependence in the high frequency (__f__) above the corner frequency as __f^−n^, n__ is less than 2, which indicates that