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- Shaun-Inn Wu, Ruey-Pyng Lu
- ACM Conference on Computer Science
- 1993

<italic>We have developed a stock-market forecasting system based on artificial neural networks. The system has been trained with the Standard & Poor 500 composite indexes of past twenty years. Meanwhile, the system produces the forecasts and adjusts itself by comparing its forecasts with the actual indexes. Since most of stock-market forecasting… (More)

- Rollo Silver, Mark B. Wells, Shaun-Inn Wu, Margaret A. Hug
- SIGP
- 1986

1. I n t r o d u c t i o n . R concu r ren t a lgor i thm for f ind ing the fewes t number of queens needed to "cover" the nxn chessboard, 1.~n~<8, is given here in the Modcap programming language. This algorithm is a straightforward generalization of a good serial algorithm and uses concurrency at two levels: $1MD and MIMD. The Hodcap language is well… (More)

- Shaun-Inn Wu
- IEA/AIE
- 1998

- Doug W. Mahoney, Ruey-Pyng Lu, Shaun-Inn Wu
- SAC
- 1994

Time series models have been applied to forecast the market trends. Simple exponential smoothing (SES) method was one of them widely used as a forecasting tool in time series data. In this method, a smoothing parameter needs to be chosen in such a way tO minimize sums of squares forecast errors. By deriving the equivalence of the smoothing equation and the… (More)

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