Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS
Stochastic differential equations (SDEs) rapidly become one of the most well-known formats
in which to express such diverse mathematical models under uncertainty such as financial …
in which to express such diverse mathematical models under uncertainty such as financial …
Optimal model description of finance and human factor indices
Economists have conducted research on several empirical phenomena regarding the
behavior of individual investors, such as how their emotions and opinions influence their …
behavior of individual investors, such as how their emotions and opinions influence their …
A new approach to multivariate adaptive regression splines by using Tikhonov regularization and continuous optimization
This paper introduces a model-based approach to the important data mining tool
Multivariate adaptive regression splines (MARS), which has originally been organized in a …
Multivariate adaptive regression splines (MARS), which has originally been organized in a …
Cooperative grey games and the grey Shapley value
This contribution is located in the common area of operational research and economics, with
a close relation and joint future potential with optimization: game theory. We focus on …
a close relation and joint future potential with optimization: game theory. We focus on …
Cooperative games under bubbly uncertainty
The allocation problem of rewards/costs is a basic question for players, namely, individuals
and companies that are planning cooperation under uncertainty. The involvement of …
and companies that are planning cooperation under uncertainty. The involvement of …
Inverse problems in complex multi-modal regulatory networks based on uncertain clustered data
E Kropat, GW Weber, SZ Alparslan-Gök… - … and Bioeconomics I …, 2014 - Springer
Complex regulatory networks effected by noise and data uncertainty occur in many OR
applications. The complexity is compounded by the unknown interactions between the …
applications. The complexity is compounded by the unknown interactions between the …
Parameter estimation in stochastic differential equations
Financial processes as processes in nature, are subject to stochastic fluctuations. Stochastic
differential equations turn out to be an advantageous representation of such noisy, real …
differential equations turn out to be an advantageous representation of such noisy, real …
Identification of coupled systems of stochastic differential equations in finance including investor sentiment by multivariate adaptive regression splines
B Kalaycı - 2017 - open.metu.edu.tr
Stochastic Differential Equations (SDEs) rapidly become the most well-known format in
which to express such diverse mathematical models under uncertainty such as financial …
which to express such diverse mathematical models under uncertainty such as financial …
An application of the minimal spanning tree approach to the cluster stability problem
Z Volkovich, Z Barzily, GW Weber… - … European Journal of …, 2012 - Springer
Among the areas of data and text mining which are employed today in OR, science,
economy and technology, clustering theory serves as a preprocessing step in the data …
economy and technology, clustering theory serves as a preprocessing step in the data …
[PDF][PDF] Robust regression analysis for gene-environment and eco-finance networks under polyhedral and ellipsoidal uncertainty
E Kropat, GW Weber - Preprint at IAM, METU, 2008 - unibw.de
Target-environment networks provide a conceptual framework for the analysis of complex
regulatory systems that are effected by noise and uncertainty. They occur in many …
regulatory systems that are effected by noise and uncertainty. They occur in many …