13 search results - page 1 / 3 » Temporal Pattern Matching for the Prediction of Stock Prices |
AUSDM
2007
Springer
13 years 11 months ago
2007
Springer
Time series data poses a significant variation to the traditional segmentation techniques of data mining because the observation is derived from multiple instances of the same und...
CIDM
2007
IEEE
13 years 12 months ago
2007
IEEE
— There are several types of processes which can be modeled explicitly by recording the interactions between a set of actors over time. In such applications, a common objective i...
TSMC
2008
13 years 5 months ago
2008
Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...
DMIN
2006
13 years 7 months ago
2006
In this paper, a pattern-based stock data mining approach which transforms the numeric stock data to symbolic sequences, carries out sequential and non-sequential association analy...
CEC
2009
IEEE
14 years 8 days 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...