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Full-Text Articles in Computer Engineering
Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater
Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater
SMU Data Science Review
The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …
Intelligent Technology Of Command And Control System In The Rts Perspective, Wenfeng Wu, Zhang Yu, Rong Ming
Intelligent Technology Of Command And Control System In The Rts Perspective, Wenfeng Wu, Zhang Yu, Rong Ming
Journal of System Simulation
Abstract: Real-Time Strategy (RTS) games have important reference value for studying the intelligent technology of command and control systems. The similarities between RTS games and the strategic battle level command and control systems are described according to the decision process. The challenges brought by the problems of planning, learning, uncertainty and space-time reasoning in the intelligent technology of RTS games are analyzed. The key technologies and latest research progress of action sequence planning, plan recognition, state assessment, multi-agent collaboration and multi-scale AI are studied. The trend of intelligent technology development of strategic and operational level command and control systems is …