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» Data Compression Techniques for Stock Market Prediction
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CINQ
2004
Springer
189views Database» more  CINQ 2004»
15 years 3 months ago
Employing Inductive Databases in Concrete Applications
In this paper we present the application of the inductive database approach to two practical analytical case studies: Web usage mining in Web logs and financial data. As far as co...
Rosa Meo, Pier Luca Lanzi, Maristella Matera, Dani...
ICDE
2006
IEEE
169views Database» more  ICDE 2006»
15 years 4 months ago
Unsupervised Outlier Detection in Time Series Data
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...
Zakia Ferdousi, Akira Maeda
EMS
2008
IEEE
15 years 4 months ago
Rough Set Generating Prediction Rules for Stock Price Movement
This paper presents rough sets generating prediction rules scheme for stock price movement. The scheme was able to extract knowledge in the form of rules from daily stock movement...
Hameed Al-Qaheri, Shariffah Zamoon, Aboul Ella Has...
ICANN
2007
Springer
14 years 11 months ago
GARCH Processes with Non-parametric Innovations for Market Risk Estimation
Abstract. A procedure to estimate the parameters of GARCH processes with non-parametric innovations is proposed. We also design an improved technique to estimate the density of hea...
José Miguel Hernández-Lobato, Daniel...
CORR
2002
Springer
139views Education» more  CORR 2002»
14 years 10 months ago
Symbolic Methodology in Numeric Data Mining: Relational Techniques for Financial Applications
Currently statistical and artificial neural network methods dominate in financial data mining. Alternative relational (symbolic) data mining methods have shown their effectiveness...
Boris Kovalerchuk, Evgenii Vityaev, H. Yusupov