11   Artículos

 
en línea
Ling Wu, Yuanjuan Gong, Xiaoping Bai, Wei Wang and Zhuo Wang    
The nitrogen content is an important indicator affecting corn plants? growth status. Most of the standard hyperspectral imaging-based techniques for nondestructive detection of crop nitrogen content use a single feature as the input variable of the model... ver más
Revista: Applied Sciences    Formato: Electrónico

 
en línea
Maria Trigka, Andreas Kanavos, Elias Dritsas, Gerasimos Vonitsanos and Phivos Mylonas    
Microblogging has become an extremely popular communication tool among Internet users worldwide. Millions of users daily share a huge amount of information related to various aspects of their lives, which makes the respective sites a very important sourc... ver más
Revista: Big Data and Cognitive Computing    Formato: Electrónico

 
en línea
Md. Saiful Islam, Emam Hossain, Abdur Rahman, Mohammad Shahadat Hossain and Karl Andersson    
In recent years, the foreign exchange (FOREX) market has attracted quite a lot of scrutiny from researchers all over the world. Due to its vulnerable characteristics, different types of research have been conducted to accomplish the task of predicting fu... ver más
Revista: Algorithms    Formato: Electrónico

 
en línea
Ioannis E. Livieris, Emmanuel Pintelas, Stavros Stavroyiannis and Panagiotis Pintelas    
Nowadays, cryptocurrency has infiltrated almost all financial transactions; thus, it is generally recognized as an alternative method for paying and exchanging currency. Cryptocurrency trade constitutes a constantly increasing financial market and a prom... ver más
Revista: Algorithms    Formato: Electrónico

 
en línea
Francesco Rundo    
High-frequency trading is a method of intervention on the financial markets that uses sophisticated software tools, and sometimes also hardware, with which to implement high-frequency negotiations, guided by mathematical algorithms, that act on markets f... ver más
Revista: Applied Sciences    Formato: Electrónico

 
en línea
Wang Tianqiong,Shu Yang,Shamila Saddique     Pág. 631 - 640
Market price fluctuations follow a non-stationary process and accurately modelling them is absolutely impossible, however attempts have been made and any results, even the unsuccessful ones, contribute in a better understanding of the fluctuations dynami... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Daniel Chrity,Márcio G. P. Garcia,Marcelo Cunha Medeiros     Pág. pp. 123 - 140
The forward exchange rate is widely used in international finance whenever the analysis of the expected depreciation is needed. It is also used to identify currency risk premium. The difference between the spot rate and the forward rate is supposed to be... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

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