12 search results - page 1 / 3 » Nonlinearity linkage detection for financial time series ana... |
GECCO
2007
Springer
13 years 10 months ago
2007
Springer
Standard detection algorithms for nonlinearity linkage fail when applied to typical problems in the analysis of financial time-series data. We explain how this failure arises whe...
IWANN
1999
Springer
13 years 8 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...
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 ...
ICDE
2006
IEEE
13 years 10 months ago
2006
IEEE
Fraud detection is of great importance to financial institutions. This paper is concerned with the problem of finding outliers in time series financial data using Peer Group Analy...
EDBT
2006
ACM
14 years 4 months ago
2006
ACM
Similarity search in time series data is required in many application fields. The most prominent work has focused on similarity search considering either complete time series or si...