Abstract. We introduce a new class of recurrent, truly sequential SVM-like devices with internal adaptive states, trained by a novel method called EVOlution of systems with KErnel-...
— 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,...
- In this paper we propose a new methodology for Cost-Benefit analysis in a multiple time series prediction problem. The proposed model is evaluated in a real world application bas...
Background: PDZ domains mediate protein-protein interactions involved in important biological processes through the recognition of short linear motifs in their target proteins. Tw...
This paper presents a new approach for time series prediction using local dynamic modeling. The proposed method is composed of three blocks: a Time Delay Line that transforms the o...