[金融] portfolio selection with qualitative input.pdf

说明：GARCH modeling ( Beach & Orlov, 2007; Duqi, Franci, & Torluccio, 2014; Palomba, 2008 ), the application of learning algorithms ( Didenko & Demicheva, 2013 ) as well as run- ning Monte-Carlo simulation ( Chiarawongse, Kiatsupaibul, Tirapat, & Roy, 201
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[金融] SVM for prediction of futures prices in Indian Stock Market.pdf

说明：Das, S. P. , & Padhy, S. (2012). Support vector machines for prediction of futures prices in indian stock market. International Journal of Computer Applications, 41 (3), 22–26 .
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[金融] a hybrid model for stock market forecasting and portfolio selection.pdf

说明：Huang, K. Y. , & Jane, C. J. (2009). A hybrid model for stock market forecasting and portfolio selection based on ARX, grey system and RS theories. Expert Systems with Applications, 36 (3), 5387–5392 .
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[金融] Predicting direction of stock price index movement using ANN and SVM.pdf

说明：Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul stock exchange
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[金融] Stock market prediction performance of neural net- works A literature review.pdf

说明：Ican, Ö. , & Çelik, T. B. (2017). Stock market prediction performance of neural net- works: A literature review. International Journal of Economics and Finance, 9 (11), 100 .
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[金融] using ANN models in stock market index prediction.pdf

说明：Guresen, E. , Kayakutlu, G. , & Daim, T. U. (2011). Using artificial neural network models in stock market index prediction. Expert Systems with Applications, 38 , 10389–10397 .
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[金融] A comparison of time series and ML for inflation forecasting.pdf

说明：Ülke, V. , Sahin, A. , & Subasi, A. (2018). A comparison of time series and machine learning models for inflation forecasting: Empirical evidence from the USA. Neu- ral Computing and Applications, 30 (5), 1519–1527 .
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[金融] Comparison of the finite mixture of ARMA-GARCH NN SVM financial returns..pdf

说明：Hossain, A. , & Nasser, M. (2011). Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns. Journal of Applied Statistics, 38 (3), 533–551 .
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[金融] Improving forecasts of GARCH family models with the ANN.pdf

说明：Bildirici, M. , & Ersin, O. (2009). Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul Stock Exchange. Expert Systems with Applications, 36 (4), 7355–7362 .
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[金融] a hybrid volatility forecastingGARCH, ANN technical analysis and PCA.pdf

说明：Kristjanpoller, W. , & Minutolo, M. C. (2018). A hybrid volatility forecasting frame- work integrating GARCH, artificial neural network, technical analysis and prin- cipal components analysis. Expert Systems with Applications, 109 , 1–11 .
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[金融] 中级认证实践.rar

说明：实践题：预订机票 1）打开新的浏览器（Chrome和IE均可），访问 携程网，查询 第二天“长沙”->“北京” 的机票。 2）将查询到的结果保存到Excel表格 xlsx 格式； 3）打开第二步保存的Excel表格，读取结果，打开Excel，最大化，输入信息，格式如下： 4）弹出对话框，询问用户需要订第几张机票，用户输入后，检查输入数值是否合法，若不合法（超出第三步的范围）给出提示，提示用户重新输入。如果合法，进行第5步。 5）弹出提示框，告知用户选择机票的航空公司、航班号、出发时间、价格
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[金融] a hybrid approach to portfolio composition based on technical indicators.pdf

说明：Silva, A. , Neves, R. , & Horta, N. (2015). A hybrid approach to portfolio composition based on fundamental and technical indicators. Expert Systems with Applications, 42 (4), 2036–2048 .
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