— 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,...
Experimental data show that biological synapses behave quite differently from the symbolic synapses in common artificial neural network models. Biological synapses are dynamic, i....
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...
Theproblemof efficiently and accurately locating patterns of interest in massivetimeseries data sets is an important and non-trivial problemin a wide variety of applications, incl...
Abstract. This paper presents an exemplar-based approach to detecting and localizing human actions, such as running, cycling, and swinging, in realistic videos with dynamic backgro...