2 search results - page 1 / 1 » Evolving hypernetwork models of binary time series for forec... |
CEC
2009
IEEE
13 years 11 months ago
2009
IEEE
— 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...
SIGECOM
2009
ACM
13 years 11 months ago
2009
ACM
There is significant experimental evidence that prediction markets are efficient mechanisms for aggregating information and are more accurate in forecasting events than tradition...