Tracking financial cycles in ten transitional economies 2005–2018 using singular spectrum analysis (SSA) techniques

Predicting the Brexit outcome using singular spectrum analysis

In a referendum conducted in the United Kingdom (UK) on June 23, 2016, $51.6\%$ of the participants voted to leave the European Union (EU). The outcome of this referendum had major policy and financial impact for both UK and EU, and was seen as a surprise because the predictions consistently indicate that the ``Remain'''' would get a majority. In this paper, we investigate whether the outcome o...

using game theory techniques in self-organizing maps training

شبکه خود سازمانده پرکاربردترین شبکه عصبی برای انجام خوشه بندی و کوانتیزه نمودن برداری است. از زمان معرفی این شبکه تاکنون، از این روش در مسائل مختلف در حوزه های گوناگون استفاده و توسعه ها و بهبودهای متعددی برای آن ارائه شده است. شبکه خودسازمانده از تعدادی سلول برای تخمین تابع توزیع الگوهای ورودی در فضای چندبعدی استفاده می کند. احتمال وجود سلول مرده مشکلی اساسی در الگوریتم شبکه خودسازمانده به حسا...

A study of singular spectrum analysis with global optimization techniques

Singular spectrum analysis has recently become an attractive tool in a broad range of applications. Its main mechanism of alternating between rank reduction and Hankel projection to produce an approximation to a particular component of the original time series, however, deserves further mathematical justification. One paramount question to ask is how good an approximation that such a straightfo...

Transitional Dynamics in Transition Economies

Financial Sentiment Analysis Using Machine Learning Techniques

The rise of web content has presented a great opportunity to extract indicators of investor moods directly from news and social media. Gauging this sentiment or general prevailing attitude of investors may simplify the analysis of large, unstructured textual datasets and help anticipate price developments in the market. There are several challenges in developing a scalable and effective framewo...