In this paper we firstly analysis the chaotic characters of three sets of the financial time series (Hang Sheng Index (HIS), Shanghai Stock Index and US gold price) based on the ph...
Abstract Traditional financial analysis systems utilize lowlevel price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price...
Fraud detection is of great importance to financial institutions. This paper is concerned with the problem of finding outliers in time series financial data using Peer Group Analy...
We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...
With the advance of hardware and communication technologies, stream time series is gaining ever-increasing attention due to its importance in many applications such as financial da...