— The paper proposes a hypernetwork-based method for stock market prediction through a binary time series problem. Hypernetworks are a random hypergraph structure of higher-order...
Elena Bautu, Sun Kim, Andrei Bautu, Henri Luchian,...
Abstract. In many real-world applications of evolutionary computation, it is essential to reduce the number of fitness evaluations. To this end, computationally efficient models c...
Knowing the number of residue contacts in a protein is crucial for deriving constraints useful in modeling protein folding, protein structure, and/or scoring remote homology searc...
— This work is motivated by the interest in finding significant movements in financial stock prices. The detection of such movements is important because these could represent...
A distributed data mining algorithm to improve the detection accuracy when classifying malicious or unauthorized network activity is presented. The algorithm is based on genetic p...
Gianluigi Folino, Clara Pizzuti, Giandomenico Spez...