— 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,...
The problem of locating motifs in real-valued, multivariate time series data involves the discovery of sets of recurring patterns embedded in the time series. Each set is composed...
David Minnen, Charles Lee Isbell Jr., Irfan A. Ess...
Modern approaches to treating genetic disorders, cancers and even epidemics rely on a detailed understanding of the underlying gene signaling network. Previous work has used time s...
David Oviatt, Mark J. Clement, Quinn Snell, Kennet...
This paper describes a computational learning model inspired by the technology of optical thin-film multilayers from the field of optics. With the thicknesses of thin-film layers ...
The aggregation and comparison of behavioral patterns on the WWW represent a tremendous opportunity for understanding past behaviors and predicting future behaviors. In this paper...
Eytan Adar, Daniel S. Weld, Brian N. Bershad, Stev...