J. T. Chou

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This study present a hybrid method of estimating VAR, combining Neural Network and ARMA. Empirical results demonstrate that the hybrid method obtained superior results to the conventional method in estimating VAR. When applied to the Shanghai stock market both the conventional and hybrid methods performed well in terms of accuracy, with the only poorly(More)
Conventional VAR (Value at Risk) estimation includes historical simulation, variance/covariance, and the Monte Carlo simulation method. This study is the first to present a hybrid method of estimating VAR, combining ARMA and Neural Network. Empirical results demonstrate that the hybrid method obtained superior results to the conventional method in(More)
Negative membrane potentials from the stria vascularis of the guinea pig have been recorded in vivo. Stable negative membrane potentials from the stria cells have also been recorded for as long as 2 minutes in vitro. They varied from -20 mV to -49 mV, irrespective of whether the stria vascularis was immersed in Ringer's solution for in K-Ringer's solution(More)
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