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WSDM
2012
ACM
325views Data Mining» more  WSDM 2012»
12 years 3 days ago
Correlating financial time series with micro-blogging activity
We study the problem of correlating micro-blogging activity with stock-market events, defined as changes in the price and traded volume of stocks. Specifically, we collect messa...
Eduardo J. Ruiz, Vagelis Hristidis, Carlos Castill...
ICNC
2005
Springer
13 years 10 months ago
The Prediction of the Financial Time Series Based on Correlation Dimension
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...
Chen Feng, Guangrong Ji, Wencang Zhao, Rui Nian
PKDD
2005
Springer
159views Data Mining» more  PKDD 2005»
13 years 10 months ago
Fast Burst Correlation of Financial Data
We examine the problem of monitoring and identification of correlated burst patterns in multi-stream time series databases. Our methodology is comprised of two steps: a burst dete...
Michail Vlachos, Kun-Lung Wu, Shyh-Kwei Chen, Phil...
GLOBECOM
2008
IEEE
13 years 4 months ago
Correlation Among Piecewise Unwanted Traffic Time Series
In this paper, we investigate temporal and spatial correlations of time series of unwanted traffic (i.e., darknet or network telescope traffic) in order to estimate statistical beh...
Kensuke Fukuda, Toshio Hirotsu, Osamu Akashi, Tosh...
TMI
2010
175views more  TMI 2010»
12 years 11 months ago
Spatially Adaptive Mixture Modeling for Analysis of fMRI Time Series
Within-subject analysis in fMRI essentially addresses two problems, the detection of brain regions eliciting evoked activity and the estimation of the underlying dynamics. In [1, 2...
Thomas Vincent, Laurent Risser, Philippe Ciuciu