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An Improved on BP Neural Network for Financial Crisis Prediction
Neural Networks Financial crisis forecasting
2011/8/19
Financial crisis early warning model has important economic research value, and foreign scholars have conducted many researches and achieved many results. For example :Beaver(1966)、Altman(1968)、Ohlson...
Comparing Prediction Market Structures, With an Application to Market Making
Market Structures Application Market Making
2010/10/21
Ensuring sufficient liquidity is one of the key challenges for designers of prediction markets. Various market making algorithms have been proposed in the literature and deployed in practice, but the...
Prediction accuracy and sloppiness of log-periodic functions
Prediction accuracy sloppiness log-periodic functions
2010/10/20
We show that log-periodic power-law (LPPL) functions are intrinsically very hard to fit to time series. This comes from their sloppiness, the squared residuals depending very much on some combination...
Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles
stock market crash financial bubble Chinese markets rational expectation bubble herding
2010/11/2
By combining (i) the economic theory of rational expectation bubbles, (ii) behavioral finance on imitation and herding of investors and traders and (iii) the mathematical and statistical physics of bi...