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Artículo
A Nonlinear Technical Indicator Selection Approach for Stock Markets. Application to the Chinese Stock Market
(MDPI, 2020-08)
In this paper we present a combinatorial nonlinear technical indicator approach for the identification of appropriate combinations of stock technical indicators as inputs in non-linear models. This approach is illustrated ...
Artículo
Nonlinear MPC for Tracking for a Class of Non-Convex Admissible Output Sets
(Institute of Electrical and Electronics Engineers Inc., 2021)
This article presents an extension to the nonlinear model predictive control (MPC) for tracking scheme able to guarantee convergence even in cases of nonconvex output admissible sets. This is achieved by incorporating a ...
Artículo
Neural Networks in Narrow Stock Markets
(MDPI, 2020-08)
Narrow markets are typically considered those that due to limited liquidity or peculiarities in its investor base, such as a particularly high concentration of retail investors, make the stock market less e cient and ...