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» Evolutionary Ensemble for Stock Prediction
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CEC
2009
IEEE
14 years 1 days ago
Evolving hypernetwork models of binary time series for forecasting price movements on stock markets
— 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,...
GECCO
2004
Springer
116views Optimization» more  GECCO 2004»
13 years 10 months ago
Reducing Fitness Evaluations Using Clustering Techniques and Neural Network Ensembles
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...
Yaochu Jin, Bernhard Sendhoff
ISMB
2000
13 years 6 months ago
Prediction of the Number of Residue Contacts in Proteins
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...
Piero Fariselli, Rita Casadio
CEC
2007
IEEE
13 years 11 months ago
Repository method to suit different investment strategies
— 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...
Alma Lilia Garcia-Almanza, Edward P. K. Tsang
GPEM
2010
134views more  GPEM 2010»
13 years 3 months ago
An ensemble-based evolutionary framework for coping with distributed intrusion detection
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...