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WSDM
2012
ACM
325views Data Mining» more  WSDM 2012»
7 years 11 months ago
Correlating financial time series with micro-blogging activity
We study the problem of correlating micro-blogging activity with stock-market events, defined as changes in the price and traded volume of stocks. Specifically, we collect messa...
Eduardo J. Ruiz, Vagelis Hristidis, Carlos Castill...
KES
2010
Springer
9 years 2 months ago
Evolving takagi sugeno modelling with memory for slow processes
Evolving Takagi Sugeno (eTS) models are optimised for use in applications with high sampling rates. This mode of use produces excellent prediction results very quickly and with lo...
Simon McDonald, Plamen P. Angelov
CSDA
2007
202views more  CSDA 2007»
9 years 3 months ago
Bayesian estimation of the Gaussian mixture GARCH model
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model...
María Concepción Ausín, Pedro...
CSSC
2010
123views more  CSSC 2010»
9 years 3 months ago
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study
Testing the fractionally integrated order of seasonal and non-seasonal unit roots is quite important for the economic and financial time series modelling. In this paper, Robinson ...
Laurent Ferrara, Dominique Guegan, Zhiping Lu
TSDM
2000
151views Data Mining» more  TSDM 2000»
9 years 7 months ago
Identifying Temporal Patterns for Characterization and Prediction of Financial Time Series Events
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...
Richard J. Povinelli
AUSAI
2006
Springer
9 years 7 months ago
Polynomial Pipelined Neural Network and Its Application to Financial Time Series Prediction
A novel type of higher order pipelined neural network, the polynomial pipelined neural network, is presented. The network is constructed from a number of higher order neural networ...
Abir Jaafar Hussain, Adam Knowles, Paulo J. G. Lis...
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