42 search results - page 1 / 9 » Input data reduction for the prediction of financial time se... |
ESANN
2001
13 years 6 months ago
2001
Prediction of financial time series using artificial neural networks has been the subject of many publications, even if the predictability of financial series remains a subject of ...
TSDM
2000
13 years 8 months ago
2000
The novel Time Series Data Mining (TSDM) framework is applied to analyzing financial time series. The TSDM framework adapts and innovates data mining concepts to analyzing time ser...
APIN
2008
13 years 4 months ago
2008
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...
IJCNN
2008
IEEE
13 years 11 months ago
2008
IEEE
Abstract— This paper presents a novel support vector regression (SVR) network for financial time series prediction. The SVR network consists of two layers of SVR: transformation...
IWANN
1999
Springer
13 years 9 months ago
1999
Springer
A crucial problem in non-linear time series forecasting is to determine its auto-regressive order, in particular when the prediction method is non-linear. We show in this paper tha...