12 research outputs found
Neural Networks to Predict Financial Time Series in a Minority Game Context
No full textIn this paper we consider financial time series from U.S. Fixed Income Market, S&P500, Exchange Market and Oil Market. It is well known that financial time series reveal some anomalies as regards the Efficient Market Hypotesis and some scaling behavior is evident such as fat tails and clustered volatility. This suggests to consider financial time serie as "pseudo"-random time series. For this kind of time series the power of prediction of neural networks has been shown to be appreciable. We first consider the financial time serie from the Minority Game point of view and than we apply a neural network with learning algorithm in order to analyze its prediction power. We show that Fixed Income Market presents many differences from other markets in terms of predictability as a measure of market efficiency.Minority Game, Learning Algorithms, Neural Networks, Financial Time Series, Efficient Market Hypotesis
I bacini ceramici di S. Ambrogio Vecchio a Varazze: produzione, provenienza e degrado. Studio campione di un contesto ligure,
No full text
Garibaldi condottiero
No full textGiuseppe Garibaldi viene studiato nella sua lunga carriera militare, e valutato come comandante di grandi unità e non semplicemente come un capo guerrigliero in grado di condurre solo una guerra per bande. Si dimostra il peso decisivo che questo fattore ebbe nel processo risorgimentale e di unificazione nazionale
La diagnosticain "San Pietro in Banchi", Studi e Restauri
No full textsono state eseguite indagini diagnostiche non distruttive o microdistruttive per rilevare la struttura delle pitture di S. Pietro in Banchi di Genova. Si è identificata la tavolozza dei materiali pittorici, la tecnica esecutiva, la stratigrafia per la conoscenza delle fasi preparatorie
Financial time series and neural networks in a minority game context
No full textIn this paper we consider financial time series from U.S. Fixed Income Market, S&P500, DJ Eurostoxx 50, Dow Jones, Mibtel and Nikkei 225. It is well known that financial time series reveal some anomalies regarding the Efficient Market Hypothesis and some scaling behaviour, such as fat tails and clustered volatility, is evident. This suggests that financial time series can be considered as “pseudo”-random. For this kind of time series the prediction power of neural networks has been shown to be appreciable [10]. At first, we consider the financial time series from the Minority Game point of view and then we apply a neural network with learning algorithm in order to analyse its prediction power. We prove that the Fixed Income Market shows many differences from other markets in terms of predictability as a measure of market efficiency
Archeologia preventiva lungo il percorso di un metanodotto
No full textCaratterizzazione archeometrica e archeometallurgica di reperti metallici
L'ambiente è sviluppo. L'attuazione della delega ambientale
No full textAtti del convegno presso l'Avvocatura Generale dello Stato, Roma 12 settembre 200
Sarcomere gene mutations and clinical correlates in patients with hypertrophic cardiomyopathy
No full text
