13 research outputs found

    Infinite dimensional multipoint methods and the solution of two point boundary value problems

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    Infinite dimensional multipoint methods and solution of two point boundary value problem

    A multipoint method of third order

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    Multipoint algorithm applied to nonlinear Chandrasekar integral equatio

    New sufficient convergence conditions for the secant method

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    summary:We provide new sufficient conditions for the convergence of the secant method to a locally unique solution of a nonlinear equation in a Banach space. Our new idea uses “Lipschitz-type” and center-“Lipschitz-type” instead of just “Lipschitz-type” conditions on the divided difference of the operator involved. It turns out that this way our error bounds are more precise than the earlier ones and under our convergence hypotheses we can cover cases where the earlier conditions are violated

    Construction and Evaluation of Trading Systems: Warsaw Index Futures

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    This paper presents and compares 15 trading systems constructed for the Warsaw Stock Exchange futures contracts. These trading systems are constructed applying technical analysis and artificial neural networks (ANN). The efficiency of constructed trading systems is measured by the profit, which could be gained on the analyzed market when an investor uses various methods of buy and sell signals generating. Investigation is conducted for daily observations of stock index WIG20 futures from December 1, 1999 to November 28, 2003. The conclusion is that the combination of the technical analysis and artificial intelligence in order to gain profit from trading on the Polish futures market can bring much better investment results than trade in the traditional way (JEL G10, C45). Copyright International Atlantic Economic Society 2005G10, C45,
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