Essays about: "antonio sawaya"

Found 1 essay containing the words antonio sawaya.

  1. 1. Financial time series analysis : Chaos and neurodynamics approach

    University essay from Datateknik

    Author : Antonio Sawaya; [2010]
    Keywords : Chaos; fractals; neural networks; cognitive process. time series; stock markets; finance; artificial intelligence; Hurst; Lyapunov; Takens Embedding Theorem; Monte Carlo simulation; predictive modeling;

    Abstract : This work aims at combining the Chaos theory postulates and Artificial Neural Networks classification and predictive capability, in the field of financial time series prediction. Chaos theory, provides valuable qualitative and quantitative tools to decide on the predictability of a chaotic system. READ MORE